+417.3%
LIN vs EXR
+215.3%
+202.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.1% | +2.7% | -2.6% | -0.6% |
| 30D | +7.6% | +18.9% | -11.4% | +2.3% |
| 3M | +6.5% | +8.4% | -1.8% | +4.0% |
| 6M | +6.2% | +14.3% | -8.1% | +2.0% |
| YTD | +23.2% | +27.2% | -4.0% | +14.4% |
| 1Y | +25.4% | +25.9% | -0.5% | +16.7% |
| 3Y | +38.3% | +54.6% | -16.3% | +18.7% |
| 5Y | +64.4% | -0.6% | +65.0% | +58.7% |
| 10Y | +417.3% | +208.5% | +208.8% | +281.8% |
| All | +417.3% | +215.3% | +202.0% | +281.8% |
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 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