-22.3%
LVS vs EXPD
+20.5%
-42.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.6% |
| 7D | +11.1% | -7.2% | +18.2% | +10.3% |
| 30D | +14.7% | -3.3% | +17.9% | +13.9% |
| 3M | -10.9% | +3.4% | -14.3% | -11.1% |
| 6M | -22.3% | +22.7% | -45.0% | -28.2% |
| All | -22.3% | +20.5% | -42.9% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling