-5.3%
LVS vs EXPD
+69.2%
-74.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | -3.2% | +4.1% | -7.3% | -4.6% |
| 3M | -12.0% | +17.9% | -29.9% | -17.3% |
| 6M | -19.9% | +29.2% | -49.1% | -27.4% |
| YTD | -30.6% | +27.4% | -58.0% | -37.4% |
| 1Y | -17.7% | +56.8% | -74.6% | -32.9% |
| All | -5.3% | +69.2% | -74.5% | -28.2% |
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 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