-1.4%
EXPE vs LII
-27.8%
+26.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -17.8% | -2.3% | -15.5% | -17.3% |
| 30D | -3.2% | -1.7% | -1.6% | -2.9% |
| 3M | -19.0% | -18.3% | -0.7% | -16.7% |
| 6M | +17.7% | -32.3% | +50.1% | +22.0% |
| YTD | -7.8% | -27.1% | +19.3% | -11.0% |
| 1Y | -1.4% | -27.2% | +25.8% | -5.0% |
| All | -1.4% | -27.8% | +26.4% | -5.0% |
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