+166.9%
LEN vs EXR
+3,090.1%
-2,923.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.8% |
| 7D | +0.7% | +1.7% | -1.1% | -0.5% |
| 30D | +13.0% | +18.0% | -5.0% | +0.5% |
| 3M | +1.9% | +9.7% | -7.8% | -4.4% |
| 6M | -0.7% | +13.4% | -14.2% | -9.4% |
| YTD | -13.8% | +26.3% | -40.1% | -27.3% |
| 1Y | -28.1% | +27.6% | -55.6% | -39.7% |
| 3Y | -22.8% | +52.2% | -75.0% | -44.7% |
| 5Y | -7.4% | -1.1% | -6.3% | -13.7% |
| 10Y | +143.7% | +216.8% | -73.1% | -16.3% |
| All | +166.9% | +3,090.1% | -2,923.1% | -85.0% |
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