-14.0%
LVS vs EXPD
+334.2%
-348.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.5% |
| 7D | +5.2% | -5.5% | +10.7% | +7.5% |
| 30D | +12.0% | -1.9% | +13.9% | +12.6% |
| 3M | -11.5% | +6.1% | -17.6% | -14.2% |
| 6M | -23.2% | +21.6% | -44.9% | -30.4% |
| YTD | -36.7% | +27.9% | -64.6% | -44.7% |
| 1Y | -36.8% | +39.4% | -76.2% | -47.2% |
| 3Y | -10.5% | +72.7% | -83.2% | -34.0% |
| 5Y | +5.1% | +60.3% | -55.2% | -21.7% |
| 10Y | -14.0% | +332.6% | -346.5% | -51.2% |
| All | -14.0% | +334.2% | -348.1% | -51.2% |
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