+248.6%
LTH vs EXR
+54.2%
+194.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.3% | -1.1% | +1.4% | +0.8% |
| 30D | +17.7% | +18.8% | -1.1% | +8.7% |
| 3M | +8.5% | +9.9% | -1.4% | +3.7% |
| 6M | +46.9% | +12.6% | +34.3% | +39.0% |
| YTD | +78.8% | +26.5% | +52.3% | +60.3% |
| 1Y | +84.9% | +24.5% | +60.4% | +66.9% |
| All | +248.6% | +54.2% | +194.4% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling