-37.7%
LVS vs EXPD
+39.7%
-77.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -1.6% |
| 7D | +5.2% | -5.5% | +10.7% | +5.7% |
| 30D | +12.0% | -1.9% | +13.9% | +12.0% |
| 3M | -11.5% | +6.1% | -17.6% | -12.3% |
| 6M | -23.2% | +21.6% | -44.9% | -25.8% |
| YTD | -36.7% | +27.9% | -64.6% | -39.6% |
| All | -37.7% | +39.7% | -77.4% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling