+1.4%
LVS vs EXPD
+308.0%
-306.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | -3.9% | +4.1% | -8.0% | -5.7% |
| 3M | -12.9% | +13.8% | -26.6% | -18.3% |
| 6M | -16.9% | +27.3% | -44.2% | -26.3% |
| YTD | -31.2% | +25.4% | -56.7% | -39.2% |
| 1Y | -16.4% | +54.4% | -70.8% | -33.6% |
| 3Y | -4.4% | +67.9% | -72.3% | -28.3% |
| 5Y | +6.7% | +59.2% | -52.5% | -20.6% |
| 10Y | +1.4% | +308.6% | -307.1% | -49.2% |
| All | +1.4% | +308.0% | -306.5% | -49.2% |
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