+325.0%
EXPD vs LUMN
-55.8%
+380.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.9% |
| 30D | +4.4% | +10.3% | -5.9% | +3.7% |
| 3M | +15.7% | -18.3% | +34.0% | +16.9% |
| 6M | +37.5% | +4.4% | +33.1% | +36.0% |
| YTD | +29.9% | -10.7% | +40.6% | +29.1% |
| 1Y | +57.8% | +14.0% | +43.8% | +52.6% |
| 3Y | +71.6% | +406.6% | -334.9% | +29.4% |
| 5Y | +62.2% | -36.8% | +99.0% | +65.3% |
| All | +325.0% | -55.8% | +380.9% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling