+2,331.0%
LITE vs EXR
+148.5%
+2,182.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | -1.5% | -2.6% | +1.0% | -0.9% |
| 30D | +6.7% | -7.2% | +13.8% | +8.7% |
| 3M | -6.8% | -3.5% | -3.3% | -6.7% |
| 6M | +29.4% | -5.3% | +34.7% | +30.2% |
| YTD | +139.1% | +9.4% | +129.7% | +130.1% |
| 1Y | +521.0% | +1.3% | +519.7% | +509.7% |
| 3Y | +1,535.3% | +22.4% | +1,512.9% | +1,388.7% |
| 5Y | +889.8% | -12.2% | +902.1% | +872.7% |
| All | +2,331.0% | +148.5% | +2,182.6% | +1,934.8% |
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