+191.9%
LH vs EXR
+144.7%
+47.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.1% |
| 30D | +0.1% | -7.5% | +7.7% | +2.9% |
| 3M | +18.6% | -7.5% | +26.1% | +21.8% |
| 6M | +17.9% | -5.2% | +23.1% | +19.8% |
| YTD | +28.9% | +6.5% | +22.4% | +25.6% |
| 1Y | +16.6% | -2.0% | +18.6% | +16.8% |
| 3Y | +63.6% | +21.5% | +42.0% | +48.9% |
| 5Y | +30.0% | -11.5% | +41.5% | +29.8% |
| 10Y | +191.9% | +148.0% | +43.9% | +110.6% |
| All | +191.9% | +144.7% | +47.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling