+18.8%
LII vs EXR
-1.8%
+20.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | -0.4% | +3.4% | +3.2% |
| 30D | +0.9% | +18.2% | -17.3% | -6.8% |
| 3M | -15.5% | +7.3% | -22.9% | -18.4% |
| 6M | -30.2% | +13.8% | -44.0% | -34.6% |
| YTD | -26.8% | +25.9% | -52.8% | -34.5% |
| 1Y | -25.3% | +25.8% | -51.1% | -33.1% |
| 3Y | -7.8% | +53.7% | -61.5% | -26.3% |
| All | +18.8% | -1.8% | +20.6% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling