+155.8%
LEN vs EXR
+2,662.2%
-2,506.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.1% |
| 7D | -3.2% | -2.6% | -0.6% | -1.3% |
| 30D | -4.9% | -7.2% | +2.3% | +0.5% |
| 3M | -8.5% | -3.5% | -5.0% | -6.2% |
| 6M | -20.7% | -5.3% | -15.4% | -17.5% |
| YTD | -17.4% | +9.4% | -26.8% | -22.8% |
| 1Y | -38.2% | +1.3% | -39.6% | -39.0% |
| 3Y | -24.9% | +22.4% | -47.3% | -37.5% |
| 5Y | -11.4% | -12.2% | +0.8% | -10.9% |
| 10Y | +110.0% | +148.6% | -38.5% | -14.2% |
| All | +155.8% | +2,662.2% | -2,506.4% | -84.1% |
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