+299.9%
LOW vs EXPD
+322.8%
-22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | 0.0% |
| 7D | +7.4% | -7.2% | +14.6% | +11.3% |
| 30D | +24.5% | -3.3% | +27.7% | +26.3% |
| 3M | +3.5% | +3.4% | +0.1% | +1.0% |
| 6M | -2.6% | +22.7% | -25.3% | -13.6% |
| YTD | -4.8% | +24.5% | -29.4% | -18.0% |
| 1Y | -0.8% | +38.6% | -39.5% | -19.8% |
| 3Y | +22.8% | +71.5% | -48.7% | -15.0% |
| 5Y | +5.3% | +56.2% | -50.9% | -24.3% |
| All | +299.9% | +322.8% | -22.9% | +45.7% |
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