+730.7%
EXPE vs LII
+1,881.8%
-1,151.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | -9.3% | -0.6% | -8.7% | -8.7% |
| 30D | +0.1% | -4.6% | +4.7% | +2.5% |
| 3M | -15.3% | -21.2% | +5.9% | -5.1% |
| 6M | +5.5% | -36.4% | +41.9% | +28.1% |
| YTD | -8.0% | -28.9% | +21.0% | +3.5% |
| 1Y | +18.9% | -29.5% | +48.4% | +34.2% |
| 3Y | +135.5% | -8.6% | +144.1% | +123.8% |
| 5Y | +44.3% | +20.2% | +24.1% | +16.1% |
| 10Y | +117.7% | +166.2% | -48.5% | +11.5% |
| All | +730.7% | +1,881.8% | -1,151.2% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling