+212.5%
LHX vs EXR
+216.3%
-3.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +14.7% | +18.2% | -3.5% | +8.8% |
| 3M | -5.1% | +7.3% | -12.5% | -7.3% |
| 6M | -9.9% | +13.8% | -23.7% | -13.6% |
| YTD | -6.1% | +25.9% | -32.0% | -12.8% |
| 1Y | -4.0% | +25.8% | -29.8% | -10.9% |
| 3Y | +56.9% | +53.7% | +3.2% | +32.9% |
| 5Y | +36.6% | -1.8% | +38.3% | +31.1% |
| All | +212.5% | +216.3% | -3.8% | +105.9% |
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