-24.9%
LOW vs EXPD
+55.4%
-80.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -10.1% | +4.1% | -14.2% | -10.6% |
| 3M | -2.9% | +13.8% | -16.6% | -4.6% |
| 6M | -19.4% | +27.3% | -46.7% | -22.1% |
| YTD | -15.4% | +25.4% | -40.9% | -18.8% |
| 1Y | -24.9% | +54.4% | -79.3% | -32.5% |
| All | -24.9% | +55.4% | -80.4% | -32.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling