+10.4%
LOW vs EXPD
+63.4%
-53.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | -7.0% | +4.1% | -11.1% | -8.7% |
| 3M | -0.9% | +17.9% | -18.8% | -7.7% |
| 6M | -20.1% | +29.2% | -49.3% | -28.8% |
| YTD | -13.9% | +27.4% | -41.3% | -23.8% |
| 1Y | -21.1% | +56.8% | -78.0% | -37.4% |
| 3Y | -6.6% | +68.0% | -74.7% | -29.9% |
| All | +10.4% | +63.4% | -53.0% | -17.6% |
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