+1,876.0%
LHX vs EXR
+3,081.1%
-1,205.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +14.7% | +18.2% | -3.5% | +8.4% |
| 3M | -5.1% | +7.3% | -12.5% | -7.4% |
| 6M | -9.9% | +13.8% | -23.7% | -13.9% |
| YTD | -6.1% | +25.9% | -32.0% | -13.4% |
| 1Y | -4.0% | +25.8% | -29.8% | -11.5% |
| 3Y | +56.9% | +53.7% | +3.2% | +31.8% |
| 5Y | +36.6% | -1.8% | +38.3% | +29.9% |
| 10Y | +217.5% | +214.5% | +2.9% | +94.3% |
| All | +1,876.0% | +3,081.1% | -1,205.1% | +407.2% |
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