+7.1%
LOW vs EXPD
+60.9%
-53.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +1.4% | +5.5% | -4.1% | -0.8% |
| 30D | +21.7% | -0.8% | +22.5% | +21.8% |
| 3M | +5.0% | +4.1% | +0.9% | +2.8% |
| 6M | +4.6% | +25.7% | -21.1% | -5.8% |
| YTD | -3.5% | +31.4% | -34.9% | -16.3% |
| 1Y | +0.5% | +42.2% | -41.6% | -16.2% |
| 3Y | +24.8% | +77.2% | -52.4% | -9.7% |
| All | +7.1% | +60.9% | -53.8% | -18.7% |
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 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