+170.7%
LII vs EXPD
+315.7%
-144.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | -12.6% | +4.1% | -16.7% | -14.4% |
| 3M | -24.4% | +17.9% | -42.3% | -30.5% |
| 6M | -28.7% | +29.2% | -57.9% | -37.7% |
| YTD | -19.1% | +27.4% | -46.5% | -29.8% |
| 1Y | -29.7% | +56.8% | -86.5% | -45.7% |
| 3Y | +4.8% | +68.0% | -63.3% | -22.9% |
| 5Y | +24.6% | +61.9% | -37.3% | -8.4% |
| All | +170.7% | +315.7% | -144.9% | +31.0% |
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