+53.8%
LNT vs EXPD
+60.9%
-7.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +1.0% | +5.5% | -4.5% | +0.1% |
| 30D | +9.6% | -0.8% | +10.4% | +9.7% |
| 3M | +5.4% | +4.1% | +1.3% | +4.5% |
| 6M | +3.1% | +25.7% | -22.6% | -1.1% |
| YTD | +16.5% | +31.4% | -14.9% | +9.9% |
| 1Y | +12.3% | +42.2% | -29.9% | +4.1% |
| 3Y | +70.3% | +77.2% | -6.9% | +47.3% |
| All | +53.8% | +60.9% | -7.1% | +39.0% |
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 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