+32.6%
LDOS vs EXR
+54.2%
-21.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | +10.1% | +18.8% | -8.7% | +6.7% |
| 3M | -4.7% | +9.9% | -14.6% | -6.4% |
| 6M | +5.6% | +12.6% | -7.0% | +3.3% |
| YTD | -25.1% | +26.5% | -51.6% | -28.1% |
| 1Y | -31.7% | +24.5% | -56.2% | -34.3% |
| All | +32.6% | +54.2% | -21.6% | +25.4% |
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 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