-11.7%
LVS vs EXPD
+68.8%
-80.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +11.1% | -7.2% | +18.2% | +13.5% |
| 30D | +14.7% | -3.3% | +17.9% | +15.6% |
| 3M | -10.9% | +3.4% | -14.3% | -12.3% |
| 6M | -22.3% | +22.7% | -45.0% | -28.4% |
| YTD | -35.8% | +24.5% | -60.3% | -41.9% |
| 1Y | -33.5% | +38.6% | -72.1% | -42.8% |
| 3Y | -11.7% | +71.5% | -83.2% | -35.0% |
| All | -11.7% | +68.8% | -80.5% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling