+2,077.5%
LLY vs EXPD
+335.0%
+1,742.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +6.6% | +5.5% | +1.1% | +5.2% |
| 30D | +19.4% | -0.8% | +20.2% | +19.6% |
| 3M | +19.6% | +4.1% | +15.4% | +18.2% |
| 6M | +42.6% | +25.7% | +16.9% | +34.2% |
| YTD | +35.0% | +31.4% | +3.6% | +24.4% |
| 1Y | +42.0% | +42.2% | -0.2% | +28.0% |
| 3Y | +140.5% | +77.2% | +63.3% | +100.6% |
| 5Y | +479.9% | +61.0% | +418.9% | +388.8% |
| All | +2,077.5% | +335.0% | +1,742.5% | +1,318.7% |
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 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