+19.5%
LSCC vs EXPD
+52.5%
-33.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.1% | -5.3% |
| 7D | -4.8% | -4.8% | 0.0% | -1.2% |
| 30D | -27.1% | -1.5% | -25.6% | -26.2% |
| 3M | -23.6% | +4.1% | -27.7% | -25.9% |
| 6M | -19.8% | +24.0% | -43.8% | -31.8% |
| YTD | +33.2% | +27.4% | +5.8% | +7.9% |
| 1Y | +55.2% | +38.4% | +16.9% | +17.2% |
| 3Y | +70.1% | +73.2% | -3.1% | +1.0% |
| 5Y | +19.5% | +59.9% | -40.3% | -30.9% |
| All | +19.5% | +52.5% | -33.0% | -30.9% |
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