+22.6%
LII vs EXPD
+52.5%
-29.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -0.5% |
| 7D | +0.2% | -4.8% | +5.0% | +2.6% |
| 30D | -4.6% | -1.5% | -3.1% | -3.9% |
| 3M | -21.7% | +4.1% | -25.8% | -23.6% |
| 6M | -32.8% | +24.0% | -56.8% | -40.4% |
| YTD | -27.5% | +27.4% | -54.9% | -37.9% |
| 1Y | -28.0% | +38.4% | -66.3% | -41.4% |
| 3Y | -7.2% | +73.2% | -80.4% | -36.0% |
| 5Y | +22.6% | +59.9% | -37.2% | -11.7% |
| All | +22.6% | +52.5% | -29.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling