+132.2%
LLY vs EXPD
+68.8%
+63.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -4.5% | -7.2% | +2.7% | -3.4% |
| 30D | +13.9% | -3.3% | +17.2% | +14.5% |
| 3M | +13.8% | +3.4% | +10.4% | +13.1% |
| 6M | +37.6% | +22.7% | +14.9% | +33.1% |
| YTD | +26.6% | +24.5% | +2.1% | +21.1% |
| 1Y | +45.3% | +38.6% | +6.7% | +35.6% |
| 3Y | +132.2% | +71.5% | +60.7% | +106.0% |
| All | +132.2% | +68.8% | +63.4% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling