-29.7%
LII vs EXPD
+57.8%
-87.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -12.6% | +4.1% | -16.7% | -13.5% |
| 3M | -24.4% | +17.9% | -42.3% | -27.3% |
| 6M | -28.7% | +29.2% | -57.9% | -32.8% |
| YTD | -19.1% | +27.4% | -46.5% | -24.8% |
| 1Y | -29.7% | +56.8% | -86.5% | -39.3% |
| All | -29.7% | +57.8% | -87.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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