+483.3%
LLY vs EXPD
+60.9%
+422.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | +5.5% | +1.2% | +5.7% |
| 30D | +19.6% | -0.8% | +20.4% | +19.7% |
| 3M | +19.7% | +4.1% | +15.6% | +18.8% |
| 6M | +42.7% | +25.7% | +17.1% | +36.9% |
| YTD | +35.1% | +31.4% | +3.7% | +27.6% |
| 1Y | +42.2% | +42.2% | 0.0% | +31.9% |
| 3Y | +140.8% | +77.2% | +63.6% | +110.7% |
| All | +483.3% | +60.9% | +422.5% | +445.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling