+37.8%
LIN vs EXPD
+72.7%
-34.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.1% |
| 7D | +3.6% | -4.8% | +8.4% | +4.4% |
| 30D | +6.4% | -1.5% | +7.9% | +6.6% |
| 3M | +6.5% | +4.1% | +2.4% | +5.5% |
| 6M | +4.9% | +24.0% | -19.2% | +0.3% |
| YTD | +23.4% | +27.4% | -4.0% | +16.4% |
| 1Y | +26.3% | +38.4% | -12.1% | +16.7% |
| All | +37.8% | +72.7% | -34.9% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling