+1,103.8%
LITE vs EXPD
+72.7%
+1,031.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -16.8% |
| 7D | -44.6% | -4.8% | -39.8% | -43.2% |
| 30D | -55.0% | -1.5% | -53.5% | -54.5% |
| 3M | -38.3% | +4.1% | -42.4% | -39.1% |
| 6M | -48.8% | +24.0% | -72.8% | -52.7% |
| YTD | +38.3% | +27.4% | +10.9% | +23.4% |
| 1Y | +119.0% | +38.4% | +80.6% | +88.1% |
| All | +1,103.8% | +72.7% | +1,031.1% | +742.0% |
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