+39.5%
EXPE vs LII
+19.9%
+19.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.0% |
| 7D | -9.3% | -0.6% | -8.7% | -8.7% |
| 30D | +0.1% | -4.6% | +4.7% | +2.2% |
| 3M | -15.3% | -21.2% | +5.9% | -6.6% |
| 6M | +5.5% | -36.4% | +41.9% | +24.6% |
| YTD | -8.0% | -28.9% | +21.0% | +0.8% |
| 1Y | +18.9% | -29.5% | +48.4% | +30.7% |
| 3Y | +135.5% | -8.6% | +144.1% | +111.8% |
| All | +39.5% | +19.9% | +19.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling