-6.7%
LII vs EXR
+70.9%
-77.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | +0.2% | +6.8% | -6.6% | -2.9% |
| 30D | -4.6% | +19.6% | -24.2% | -12.3% |
| 3M | -21.7% | +8.0% | -29.6% | -24.5% |
| 6M | -32.8% | +17.2% | -49.9% | -37.8% |
| YTD | -27.5% | +27.2% | -54.7% | -35.2% |
| 1Y | -28.0% | +26.1% | -54.0% | -35.4% |
| All | -6.7% | +70.9% | -77.6% | -21.6% |
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 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