+54.0%
LHX vs EXR
+23.2%
+30.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -15.1% | -6.2% | -8.9% | -13.9% |
| 3M | -21.0% | -7.4% | -13.6% | -19.6% |
| 6M | -32.0% | -0.5% | -31.5% | -31.9% |
| YTD | -15.3% | +8.1% | -23.4% | -16.6% |
| 1Y | -11.1% | -2.9% | -8.2% | -10.7% |
| 3Y | +54.0% | +22.9% | +31.1% | +56.0% |
| All | +54.0% | +23.2% | +30.8% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling