+2,848.5%
LII vs EXPD
+3,160.0%
-311.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -1.1% |
| 7D | +0.2% | -4.8% | +5.0% | +2.0% |
| 30D | -4.6% | -1.5% | -3.1% | -4.1% |
| 3M | -21.7% | +4.1% | -25.8% | -23.0% |
| 6M | -32.8% | +24.0% | -56.8% | -38.3% |
| YTD | -27.5% | +27.4% | -54.9% | -34.8% |
| 1Y | -28.0% | +38.4% | -66.3% | -37.3% |
| 3Y | -7.2% | +73.2% | -80.4% | -26.4% |
| 5Y | +22.6% | +59.9% | -37.2% | -0.1% |
| 10Y | +171.5% | +319.9% | -148.4% | +54.2% |
| All | +2,848.5% | +3,160.0% | -311.6% | +1,009.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling