+1,751.4%
LSCC vs EXPD
+315.7%
+1,435.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | -9.7% | +4.1% | -13.7% | -12.1% |
| 3M | -23.7% | +17.9% | -41.6% | -32.0% |
| 6M | +26.5% | +29.2% | -2.7% | +4.5% |
| YTD | +57.5% | +27.4% | +30.2% | +29.6% |
| 1Y | +75.7% | +56.8% | +18.9% | +20.8% |
| 3Y | +19.5% | +68.0% | -48.6% | -22.1% |
| 5Y | +83.8% | +61.9% | +21.9% | +21.7% |
| All | +1,751.4% | +315.7% | +1,435.8% | +689.8% |
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