+274.3%
LTH vs EXR
+69.9%
+204.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +4.5% | +5.2% | -0.7% | +2.1% |
| 30D | +16.3% | +20.9% | -4.5% | +7.0% |
| 3M | +8.4% | +7.7% | +0.7% | +4.8% |
| 6M | +40.3% | +13.2% | +27.1% | +32.8% |
| YTD | +77.3% | +26.5% | +50.8% | +59.8% |
| 1Y | +88.0% | +27.2% | +60.8% | +69.0% |
| 3Y | +274.3% | +71.5% | +202.7% | +200.8% |
| All | +274.3% | +69.9% | +204.4% | +200.8% |
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