+3,586.8%
LITE vs EXR
+243.9%
+3,342.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -8.6% |
| 7D | -31.4% | +11.3% | -42.7% | -33.3% |
| 30D | -42.6% | +21.2% | -63.8% | -45.4% |
| 3M | -26.2% | +8.7% | -34.9% | -28.0% |
| 6M | -35.8% | +18.2% | -54.0% | -39.3% |
| YTD | +70.0% | +27.9% | +42.1% | +57.2% |
| 1Y | +232.7% | +28.3% | +204.4% | +206.8% |
| 3Y | +1,365.7% | +71.7% | +1,294.1% | +1,128.4% |
| 5Y | +609.5% | -0.6% | +610.1% | +574.2% |
| 10Y | +1,721.9% | +229.0% | +1,493.0% | +1,306.2% |
| All | +3,586.8% | +243.9% | +3,342.9% | +2,564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling