+241.6%
LNG vs EXPD
+61.6%
+180.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +3.4% | -1.1% | +4.6% | +3.6% |
| 30D | +14.9% | +4.1% | +10.8% | +14.2% |
| 3M | +21.4% | +17.9% | +3.5% | +18.4% |
| 6M | +17.8% | +29.2% | -11.4% | +13.2% |
| YTD | +51.3% | +27.4% | +23.9% | +45.3% |
| 1Y | +24.4% | +56.8% | -32.4% | +15.2% |
| 3Y | +79.7% | +68.0% | +11.6% | +62.3% |
| All | +241.6% | +61.6% | +180.1% | +200.4% |
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 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