+855.0%
EXPE vs LII
+2,154.7%
-1,299.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.2% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -6.6% | -12.6% | +6.0% | -0.4% |
| 3M | +31.4% | -24.4% | +55.8% | +47.0% |
| 6M | +35.2% | -28.7% | +63.9% | +53.6% |
| YTD | +5.8% | -19.1% | +24.9% | +11.9% |
| 1Y | +38.7% | -29.7% | +68.4% | +56.4% |
| 3Y | +175.8% | +4.8% | +171.0% | +144.6% |
| 5Y | +111.8% | +24.6% | +87.3% | +67.7% |
| 10Y | +179.7% | +169.2% | +10.5% | +42.8% |
| All | +855.0% | +2,154.7% | -1,299.7% | +74.2% |
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