+446.1%
LITE vs EXR
-1.5%
+447.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.5% |
| 7D | -44.6% | +6.8% | -51.4% | -45.7% |
| 30D | -55.0% | +19.6% | -74.6% | -57.4% |
| 3M | -38.3% | +8.0% | -46.3% | -39.9% |
| 6M | -48.8% | +17.2% | -65.9% | -51.9% |
| YTD | +38.3% | +27.2% | +11.1% | +25.8% |
| 1Y | +119.0% | +26.1% | +92.9% | +99.3% |
| 3Y | +1,092.0% | +70.7% | +1,021.3% | +836.2% |
| 5Y | +446.1% | +1.0% | +445.1% | +409.5% |
| All | +446.1% | -1.5% | +447.6% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling