+232.7%
LITE vs EXR
+28.1%
+204.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -6.2% |
| 7D | -31.4% | +11.3% | -42.7% | -27.7% |
| 30D | -42.6% | +21.2% | -63.8% | -37.7% |
| 3M | -26.2% | +8.7% | -34.9% | -22.3% |
| 6M | -35.8% | +18.2% | -54.0% | -33.1% |
| YTD | +70.0% | +27.9% | +42.1% | +80.0% |
| 1Y | +232.7% | +28.3% | +204.4% | +255.7% |
| All | +232.7% | +28.1% | +204.7% | +255.7% |
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