+115.9%
EXPE vs LII
+166.2%
-50.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -11.2% | +0.4% | -11.6% | -11.1% |
| 30D | -7.5% | -2.4% | -5.1% | -6.4% |
| 3M | -19.1% | -17.5% | -1.6% | -11.8% |
| 6M | +10.7% | -32.8% | +43.6% | +29.3% |
| YTD | -9.9% | -27.7% | +17.8% | -0.7% |
| 1Y | -4.6% | -28.1% | +23.4% | +5.3% |
| 3Y | +116.8% | -9.7% | +126.5% | +103.0% |
| 5Y | +38.6% | +19.5% | +19.1% | +7.3% |
| 10Y | +115.9% | +170.6% | -54.8% | +20.7% |
| All | +115.9% | +166.2% | -50.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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