+1,715.6%
LIN vs EXR
+2,662.2%
-946.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | -2.6% | +0.4% | -1.3% |
| 30D | -2.4% | -7.2% | +4.8% | 0.0% |
| 3M | -5.6% | -3.5% | -2.1% | -4.6% |
| 6M | -3.4% | -5.3% | +1.9% | -2.0% |
| YTD | +13.1% | +9.4% | +3.8% | +9.2% |
| 1Y | +2.5% | +1.3% | +1.1% | +1.3% |
| 3Y | +27.6% | +22.4% | +5.2% | +15.5% |
| 5Y | +63.0% | -12.2% | +75.3% | +61.9% |
| 10Y | +359.3% | +148.6% | +210.7% | +205.4% |
| All | +1,715.6% | +2,662.2% | -946.6% | +339.9% |
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