+1,755.5%
LHX vs EXR
+2,660.5%
-905.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.4% | -6.9% | -3.4% | -8.2% |
| 3M | -14.9% | -3.0% | -12.0% | -14.1% |
| 6M | -29.6% | -2.9% | -26.7% | -29.1% |
| YTD | -11.8% | +9.3% | -21.1% | -14.6% |
| 1Y | -5.1% | -0.9% | -4.1% | -5.3% |
| 3Y | +61.3% | +24.7% | +36.6% | +45.0% |
| 5Y | +22.4% | -11.7% | +34.1% | +20.3% |
| 10Y | +232.2% | +148.4% | +83.9% | +119.9% |
| All | +1,755.5% | +2,660.5% | -905.0% | +399.8% |
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