+1,760.6%
LHX vs EXR
+2,662.2%
-901.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -9.9% | -7.2% | -2.7% | -7.7% |
| 3M | -16.5% | -3.5% | -13.0% | -15.5% |
| 6M | -29.6% | -5.3% | -24.3% | -28.5% |
| YTD | -11.6% | +9.4% | -20.9% | -14.4% |
| 1Y | -4.1% | +1.3% | -5.4% | -5.1% |
| 3Y | +53.3% | +22.4% | +30.8% | +38.6% |
| 5Y | +22.3% | -12.2% | +34.5% | +20.4% |
| 10Y | +231.9% | +148.6% | +83.3% | +119.6% |
| All | +1,760.6% | +2,662.2% | -901.6% | +401.1% |
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