+490.8%
LITE vs EXPD
+55.6%
+435.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.7% |
| 7D | -35.9% | -7.2% | -28.8% | -33.5% |
| 30D | -51.5% | -3.3% | -48.3% | -50.6% |
| 3M | -35.7% | +3.4% | -39.1% | -36.5% |
| 6M | -43.0% | +22.7% | -65.7% | -47.9% |
| YTD | +46.1% | +24.5% | +21.6% | +29.8% |
| 1Y | +124.7% | +38.6% | +86.1% | +89.7% |
| 3Y | +1,172.1% | +71.5% | +1,100.6% | +843.2% |
| All | +490.8% | +55.6% | +435.2% | +330.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling