+1,612.0%
LLY vs EXPD
+315.7%
+1,296.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.9% |
| 30D | -1.6% | +4.1% | -5.7% | -2.6% |
| 3M | +2.3% | +17.9% | -15.6% | -2.0% |
| 6M | +14.9% | +29.2% | -14.3% | +7.2% |
| YTD | +7.5% | +27.4% | -19.9% | 0.0% |
| 1Y | +55.7% | +56.8% | -1.1% | +36.2% |
| 3Y | +110.6% | +68.0% | +42.6% | +78.4% |
| 5Y | +363.4% | +61.9% | +301.6% | +288.9% |
| All | +1,612.0% | +315.7% | +1,296.3% | +1,014.5% |
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