+163.0%
LITE vs EXR
+25.3%
+137.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.4% |
| 7D | +10.8% | -0.4% | +11.2% | +10.5% |
| 30D | -33.4% | +18.2% | -51.7% | -28.2% |
| 3M | -32.2% | +7.3% | -39.6% | -29.1% |
| 6M | -42.1% | +13.8% | -55.9% | -39.7% |
| YTD | +61.9% | +25.9% | +35.9% | +71.3% |
| 1Y | +163.0% | +25.8% | +137.2% | +182.1% |
| All | +163.0% | +25.3% | +137.7% | +182.1% |
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