+3,068.2%
LITE vs EXPD
+367.6%
+2,700.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.8% |
| 7D | -35.9% | -7.2% | -28.8% | -33.2% |
| 30D | -51.5% | -3.3% | -48.3% | -50.5% |
| 3M | -35.7% | +3.4% | -39.1% | -36.7% |
| 6M | -43.0% | +22.7% | -65.7% | -48.7% |
| YTD | +46.1% | +24.5% | +21.6% | +27.5% |
| 1Y | +124.7% | +38.6% | +86.1% | +85.6% |
| 3Y | +1,172.1% | +71.5% | +1,100.6% | +813.3% |
| 5Y | +477.0% | +56.2% | +420.8% | +326.4% |
| 10Y | +1,465.7% | +310.5% | +1,155.2% | +630.6% |
| All | +3,068.2% | +367.6% | +2,700.5% | +1,409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling