+52.3%
LVS vs EXPD
+788.3%
-736.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -0.8% |
| 30D | -3.2% | +4.1% | -7.3% | -5.7% |
| 3M | -12.0% | +17.9% | -29.9% | -21.2% |
| 6M | -19.9% | +29.2% | -49.1% | -32.8% |
| YTD | -30.6% | +27.4% | -58.0% | -42.1% |
| 1Y | -17.7% | +56.8% | -74.6% | -40.4% |
| 3Y | -14.2% | +68.0% | -82.3% | -41.9% |
| 5Y | +9.6% | +61.9% | -52.2% | -27.5% |
| 10Y | +5.7% | +316.0% | -310.3% | -65.1% |
| All | +52.3% | +788.3% | -736.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling