+1,402.3%
LITE vs EXR
+221.5%
+1,180.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +5.8% |
| 7D | -35.9% | +5.2% | -41.1% | -36.9% |
| 30D | -51.5% | +20.9% | -72.4% | -54.0% |
| 3M | -35.7% | +7.7% | -43.4% | -37.3% |
| 6M | -43.0% | +13.2% | -56.1% | -45.6% |
| YTD | +46.1% | +26.5% | +19.6% | +34.7% |
| 1Y | +124.7% | +27.2% | +97.5% | +106.3% |
| 3Y | +1,172.1% | +71.5% | +1,100.5% | +948.7% |
| 5Y | +477.0% | +0.4% | +476.6% | +445.4% |
| All | +1,402.3% | +221.5% | +1,180.8% | +1,041.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling