+64.9%
LH vs EXR
+24.9%
+40.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -2.5% | -2.6% | +0.1% | -1.7% |
| 30D | +4.3% | -7.2% | +11.5% | +6.8% |
| 3M | +25.5% | -3.5% | +29.0% | +26.8% |
| 6M | +17.0% | -5.3% | +22.3% | +18.6% |
| YTD | +31.3% | +9.4% | +21.9% | +27.1% |
| 1Y | +20.0% | +1.3% | +18.7% | +18.9% |
| All | +64.9% | +24.9% | +40.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling