+2,043.2%
LLY vs EXPD
+304.0%
+1,739.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -4.5% | -7.2% | +2.7% | -2.8% |
| 30D | +13.9% | -3.3% | +17.2% | +14.8% |
| 3M | +13.8% | +3.4% | +10.4% | +12.7% |
| 6M | +37.6% | +22.7% | +14.9% | +30.3% |
| YTD | +26.6% | +24.5% | +2.1% | +18.3% |
| 1Y | +45.3% | +38.6% | +6.7% | +31.8% |
| 3Y | +132.2% | +71.5% | +60.7% | +95.4% |
| 5Y | +434.7% | +56.2% | +378.4% | +353.7% |
| All | +2,043.2% | +304.0% | +1,739.2% | +1,347.4% |
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