+81.0%
LTH vs EXR
+28.1%
+53.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.6% |
| 7D | +9.9% | +11.3% | -1.4% | +3.6% |
| 30D | +18.3% | +21.2% | -2.9% | +6.5% |
| 3M | +5.9% | +8.7% | -2.8% | +1.2% |
| 6M | +80.3% | +18.2% | +62.1% | +65.4% |
| YTD | +78.3% | +27.9% | +50.3% | +56.1% |
| 1Y | +81.0% | +28.3% | +52.7% | +58.2% |
| All | +81.0% | +28.1% | +53.0% | +58.2% |
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 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