-27.8%
LII vs EXR
+27.0%
-54.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | -1.2% | +2.7% | -3.9% | -2.9% |
| 30D | -2.0% | +18.9% | -20.9% | -12.8% |
| 3M | -20.2% | +8.4% | -28.6% | -24.5% |
| 6M | -32.5% | +14.3% | -46.8% | -38.9% |
| YTD | -27.4% | +27.2% | -54.6% | -39.4% |
| All | -27.8% | +27.0% | -54.7% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling