+143.5%
LTH vs EXR
-1.5%
+145.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -0.6% | -2.6% | +1.9% | +0.7% |
| 30D | -4.6% | -7.2% | +2.6% | -0.9% |
| 3M | +32.8% | -3.5% | +36.3% | +35.2% |
| 6M | +64.6% | -5.3% | +69.9% | +69.1% |
| YTD | +62.6% | +9.4% | +53.3% | +54.9% |
| 1Y | +49.9% | +1.3% | +48.6% | +48.1% |
| 3Y | +151.3% | +22.4% | +128.9% | +116.5% |
| All | +143.5% | -1.5% | +145.1% | +175.4% |
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