+141.8%
LNT vs EXPD
+308.0%
-166.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -1.1% | +4.1% | -5.2% | -2.0% |
| 3M | -3.6% | +13.8% | -17.4% | -6.6% |
| 6M | -2.7% | +27.3% | -29.9% | -8.5% |
| YTD | +8.0% | +25.4% | -17.4% | +1.2% |
| 1Y | +10.5% | +54.4% | -43.9% | -2.5% |
| 3Y | +49.6% | +67.9% | -18.3% | +26.9% |
| 5Y | +32.2% | +59.2% | -26.9% | +11.8% |
| 10Y | +141.8% | +308.6% | -166.8% | +54.5% |
| All | +141.8% | +308.0% | -166.2% | +54.5% |
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