+222.0%
LHX vs EXR
+151.8%
+70.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -4.3% | -1.2% | -3.1% | -3.9% |
| 30D | -15.1% | -6.2% | -8.9% | -13.5% |
| 3M | -21.0% | -7.4% | -13.6% | -19.1% |
| 6M | -32.0% | -0.5% | -31.5% | -32.0% |
| YTD | -15.3% | +8.1% | -23.4% | -17.5% |
| 1Y | -11.1% | -2.9% | -8.2% | -10.7% |
| 3Y | +54.0% | +22.9% | +31.1% | +39.9% |
| 5Y | +17.1% | -10.2% | +27.3% | +14.8% |
| All | +222.0% | +151.8% | +70.2% | +122.0% |
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 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