+45.3%
LLY vs EXPD
+35.2%
+10.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -4.5% | -7.2% | +2.7% | -4.3% |
| 30D | +13.9% | -3.3% | +17.2% | +14.1% |
| 3M | +13.8% | +3.4% | +10.4% | +13.8% |
| 6M | +37.6% | +22.7% | +14.9% | +37.3% |
| YTD | +26.6% | +24.5% | +2.1% | +24.0% |
| 1Y | +45.3% | +38.6% | +6.7% | +38.4% |
| All | +45.3% | +35.2% | +10.2% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling