+57.3%
LLY vs EXR
+28.1%
+29.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.8% |
| 7D | +10.1% | +11.3% | -1.2% | +4.9% |
| 30D | +24.0% | +21.2% | +2.9% | +14.2% |
| 3M | +27.3% | +8.7% | +18.6% | +22.4% |
| 6M | +47.0% | +18.2% | +28.7% | +36.8% |
| YTD | +32.6% | +27.9% | +4.6% | +20.3% |
| 1Y | +57.3% | +28.3% | +29.0% | +42.4% |
| All | +57.3% | +28.1% | +29.3% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling