+165.4%
LII vs EXPD
+304.0%
-138.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.8% |
| 7D | -0.6% | -7.2% | +6.5% | +3.0% |
| 30D | -4.6% | -3.3% | -1.3% | -3.1% |
| 3M | -21.2% | +3.4% | -24.6% | -22.8% |
| 6M | -36.4% | +22.7% | -59.1% | -42.9% |
| YTD | -28.9% | +24.5% | -53.5% | -37.7% |
| 1Y | -29.5% | +38.6% | -68.2% | -41.7% |
| 3Y | -8.6% | +71.5% | -80.1% | -33.6% |
| 5Y | +20.2% | +56.2% | -36.0% | -9.9% |
| All | +165.4% | +304.0% | -138.6% | +33.9% |
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