+25.5%
LSCC vs EXPD
+55.6%
-30.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +8.8% |
| 7D | +13.0% | -7.2% | +20.1% | +19.3% |
| 30D | -19.8% | -3.3% | -16.6% | -17.9% |
| 3M | -18.4% | +3.4% | -21.8% | -20.6% |
| 6M | -16.1% | +22.7% | -38.8% | -28.2% |
| YTD | +42.7% | +24.5% | +18.2% | +17.3% |
| 1Y | +68.0% | +38.6% | +29.4% | +26.2% |
| 3Y | +85.8% | +71.5% | +14.3% | +10.6% |
| All | +25.5% | +55.6% | -30.1% | -26.6% |
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