+100.6%
LEN vs EXR
+147.0%
-46.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.8% | -3.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.5% |
| 30D | -8.9% | -6.9% | -1.9% | -5.3% |
| 3M | -10.9% | -3.0% | -7.9% | -9.5% |
| 6M | -19.7% | -2.9% | -16.7% | -18.4% |
| YTD | -20.6% | +9.3% | -29.9% | -24.2% |
| 1Y | -42.4% | -0.9% | -41.5% | -42.2% |
| 3Y | -26.5% | +24.7% | -51.2% | -34.9% |
| 5Y | -10.9% | -11.7% | +0.7% | -8.5% |
| 10Y | +100.6% | +148.4% | -47.8% | +34.2% |
| All | +100.6% | +147.0% | -46.4% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling