+1,061.7%
LH vs EXR
+3,090.1%
-2,028.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.4% |
| 30D | +18.8% | +18.0% | +0.8% | +14.1% |
| 3M | +15.7% | +9.7% | +6.0% | +13.0% |
| 6M | +46.7% | +13.4% | +33.2% | +42.1% |
| YTD | +48.9% | +26.3% | +22.6% | +40.3% |
| 1Y | +43.5% | +27.6% | +15.9% | +34.8% |
| 3Y | +86.9% | +52.2% | +34.7% | +66.9% |
| 5Y | +60.4% | -1.1% | +61.5% | +56.2% |
| 10Y | +260.7% | +216.8% | +43.9% | +169.7% |
| All | +1,061.7% | +3,090.1% | -2,028.4% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling