+1,380.3%
LITE vs EXPD
+80.8%
+1,299.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.2% | -4.6% | -6.6% |
| 7D | -31.4% | +0.3% | -31.7% | -31.5% |
| 30D | -42.6% | +1.8% | -44.4% | -43.0% |
| 3M | -26.2% | +8.9% | -35.2% | -28.8% |
| 6M | -35.8% | +42.2% | -78.0% | -44.2% |
| YTD | +70.0% | +33.4% | +36.7% | +48.3% |
| 1Y | +232.7% | +47.2% | +185.6% | +177.5% |
| All | +1,380.3% | +80.8% | +1,299.5% | +911.8% |
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