+170.7%
LII vs EXR
+148.5%
+22.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -0.7% | -2.6% | +1.8% | +0.3% |
| 30D | -12.6% | -7.2% | -5.4% | -9.9% |
| 3M | -24.4% | -3.5% | -20.9% | -23.4% |
| 6M | -28.7% | -5.3% | -23.4% | -27.2% |
| YTD | -19.1% | +9.4% | -28.5% | -21.9% |
| 1Y | -29.7% | +1.3% | -31.0% | -30.3% |
| 3Y | +4.8% | +22.4% | -17.6% | -4.5% |
| 5Y | +24.6% | -12.2% | +36.8% | +26.5% |
| All | +170.7% | +148.5% | +22.2% | +104.8% |
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 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