+417.5%
LIN vs EXR
+221.5%
+196.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +0.2% | +5.2% | -5.0% | -1.2% |
| 30D | +6.5% | +20.9% | -14.4% | +0.8% |
| 3M | +5.5% | +7.7% | -2.2% | +3.1% |
| 6M | +3.3% | +13.2% | -9.9% | -0.5% |
| YTD | +22.0% | +26.5% | -4.4% | +13.5% |
| 1Y | +25.7% | +27.2% | -1.5% | +16.7% |
| 3Y | +36.2% | +71.5% | -35.3% | +13.0% |
| 5Y | +66.1% | +0.4% | +65.7% | +59.8% |
| All | +417.5% | +221.5% | +196.0% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling