+2,691.4%
LII vs EXR
+3,113.6%
-422.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | +0.2% | +6.8% | -6.6% | -2.6% |
| 30D | -4.6% | +19.6% | -24.2% | -11.7% |
| 3M | -21.7% | +8.0% | -29.6% | -24.2% |
| 6M | -32.8% | +17.2% | -49.9% | -37.3% |
| YTD | -27.5% | +27.2% | -54.7% | -34.7% |
| 1Y | -28.0% | +26.1% | -54.0% | -34.9% |
| 3Y | -7.2% | +70.7% | -77.9% | -27.8% |
| 5Y | +22.6% | +1.0% | +21.6% | +17.3% |
| 10Y | +171.5% | +227.1% | -55.5% | +48.6% |
| All | +2,691.4% | +3,113.6% | -422.2% | +374.3% |
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