+137.8%
LTH vs EXR
-1.8%
+139.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -0.4% | -0.8% | -1.0% |
| 30D | +15.7% | +18.2% | -2.5% | +5.9% |
| 3M | +5.0% | +7.3% | -2.4% | +1.1% |
| 6M | +37.7% | +13.8% | +23.8% | +28.4% |
| YTD | +75.0% | +25.9% | +49.1% | +54.3% |
| 1Y | +82.6% | +25.8% | +56.8% | +61.0% |
| 3Y | +241.3% | +53.7% | +187.6% | +157.5% |
| All | +137.8% | -1.8% | +139.6% | +127.5% |
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