+19.2%
LHX vs EXR
-13.9%
+33.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.5% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | -13.2% | -7.5% | -5.6% | -11.6% |
| 3M | -18.4% | -7.5% | -10.8% | -16.9% |
| 6M | -32.0% | -5.2% | -26.8% | -31.2% |
| YTD | -13.6% | +6.5% | -20.2% | -14.8% |
| 1Y | -6.0% | -2.0% | -3.9% | -5.8% |
| 3Y | +57.9% | +21.5% | +36.4% | +48.7% |
| 5Y | +19.2% | -11.5% | +30.7% | +20.5% |
| All | +19.2% | -13.9% | +33.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling