+33.9%
LNT vs EXPD
+61.6%
-27.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -3.2% | +4.1% | -7.3% | -3.8% |
| 3M | -4.1% | +17.9% | -22.0% | -6.7% |
| 6M | -4.6% | +29.2% | -33.8% | -8.8% |
| YTD | +7.0% | +27.4% | -20.4% | +1.9% |
| 1Y | +8.3% | +56.8% | -48.5% | -1.6% |
| 3Y | +51.0% | +68.0% | -17.0% | +33.1% |
| All | +33.9% | +61.6% | -27.6% | +16.5% |
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 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