-40.1%
LEN vs EXR
-2.8%
-37.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +2.4% |
| 7D | -3.4% | -3.1% | -0.3% | -1.1% |
| 30D | -5.7% | -7.5% | +1.9% | +0.2% |
| 3M | -12.2% | -7.5% | -4.7% | -7.0% |
| 6M | -18.3% | -5.2% | -13.1% | -15.6% |
| YTD | -20.2% | +6.5% | -26.7% | -25.2% |
| 1Y | -40.1% | -2.0% | -38.0% | -42.2% |
| All | -40.1% | -2.8% | -37.2% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling