-2.8%
EXPE vs LII
-26.1%
+23.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.1% |
| 30D | -6.1% | +0.9% | -7.0% | -6.1% |
| 3M | -21.3% | -15.5% | -5.8% | -19.4% |
| 6M | +19.0% | -30.2% | +49.2% | +22.8% |
| YTD | -8.4% | -26.8% | +18.4% | -12.3% |
| 1Y | -2.8% | -25.3% | +22.5% | -9.3% |
| All | -2.8% | -26.1% | +23.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling