+35,474.8%
LOW vs EXPD
+30,859.1%
+4,615.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -7.0% | +4.1% | -11.1% | -8.2% |
| 3M | -0.9% | +17.9% | -18.8% | -5.7% |
| 6M | -20.1% | +29.2% | -49.3% | -26.2% |
| YTD | -13.9% | +27.4% | -41.3% | -20.7% |
| 1Y | -21.1% | +56.8% | -78.0% | -31.9% |
| 3Y | -6.6% | +68.0% | -74.7% | -21.4% |
| 5Y | +9.4% | +61.9% | -52.5% | -7.5% |
| 10Y | +220.5% | +316.0% | -95.5% | +111.1% |
| All | +35,474.8% | +30,859.1% | +4,615.8% | +12,778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling