+773.1%
EXPE vs LII
+1,921.4%
-1,148.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.8% | -10.9% | -12.3% |
| 7D | -3.6% | +0.2% | -3.8% | -3.4% |
| 30D | +4.8% | -4.6% | +9.4% | +7.2% |
| 3M | -14.6% | -21.7% | +7.0% | -4.1% |
| 6M | +10.0% | -32.8% | +42.8% | +29.7% |
| YTD | -3.3% | -27.5% | +24.2% | +7.7% |
| 1Y | +28.4% | -28.0% | +56.4% | +43.4% |
| 3Y | +145.1% | -7.2% | +152.3% | +131.2% |
| 5Y | +51.6% | +22.6% | +29.0% | +20.8% |
| 10Y | +128.8% | +171.5% | -42.7% | +16.0% |
| All | +773.1% | +1,921.4% | -1,148.3% | +67.8% |
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 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