+56.8%
EXPD vs LUMN
+42.5%
+14.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -1.1% | +12.1% | -13.2% | -0.9% |
| 30D | +4.1% | +11.3% | -7.3% | +4.3% |
| 3M | +17.9% | -31.6% | +49.5% | +17.1% |
| 6M | +29.2% | -2.7% | +32.0% | +29.1% |
| YTD | +27.4% | -12.9% | +40.2% | +27.0% |
| 1Y | +56.8% | +36.2% | +20.6% | +50.3% |
| All | +56.8% | +42.5% | +14.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling