+5.3%
LVS vs EXPD
+55.6%
-50.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +11.1% | -7.2% | +18.2% | +13.8% |
| 30D | +14.7% | -3.3% | +17.9% | +15.8% |
| 3M | -10.9% | +3.4% | -14.3% | -12.4% |
| 6M | -22.3% | +22.7% | -45.0% | -28.8% |
| YTD | -35.8% | +24.5% | -60.3% | -42.2% |
| 1Y | -33.5% | +38.6% | -72.1% | -42.9% |
| 3Y | -11.7% | +71.5% | -83.2% | -32.3% |
| All | +5.3% | +55.6% | -50.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling