+168.6%
LII vs EXPD
+334.2%
-165.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.9% |
| 7D | -1.2% | -5.5% | +4.3% | +1.5% |
| 30D | -2.0% | -1.9% | -0.1% | -1.1% |
| 3M | -20.2% | +6.1% | -26.3% | -22.8% |
| 6M | -32.5% | +21.6% | -54.2% | -39.1% |
| YTD | -27.4% | +27.9% | -55.3% | -37.2% |
| 1Y | -28.2% | +39.4% | -67.6% | -40.7% |
| 3Y | -7.2% | +72.7% | -79.9% | -32.9% |
| 5Y | +19.9% | +60.3% | -40.4% | -11.3% |
| 10Y | +168.6% | +332.6% | -163.9% | +28.3% |
| All | +168.6% | +334.2% | -165.5% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling