+2,331.0%
LITE vs EXPD
+315.7%
+2,015.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | -1.5% | -1.1% | -0.4% | -0.9% |
| 30D | +6.7% | +4.1% | +2.6% | +4.6% |
| 3M | -6.8% | +17.9% | -24.7% | -14.7% |
| 6M | +29.4% | +29.2% | +0.2% | +11.7% |
| YTD | +139.1% | +27.4% | +111.7% | +104.1% |
| 1Y | +521.0% | +56.8% | +464.2% | +366.6% |
| 3Y | +1,535.3% | +68.0% | +1,467.2% | +1,060.3% |
| 5Y | +889.8% | +61.9% | +828.0% | +594.0% |
| All | +2,331.0% | +315.7% | +2,015.4% | +882.7% |
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 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