+2,080.1%
LLY vs EXR
+216.3%
+1,863.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | -0.4% | +7.2% | +6.9% |
| 30D | +19.6% | +18.2% | +1.4% | +14.8% |
| 3M | +19.7% | +7.3% | +12.4% | +17.6% |
| 6M | +42.7% | +13.8% | +28.9% | +38.2% |
| YTD | +35.1% | +25.9% | +9.2% | +27.6% |
| 1Y | +42.2% | +25.8% | +16.4% | +34.3% |
| 3Y | +140.8% | +53.7% | +87.1% | +113.7% |
| 5Y | +480.6% | -1.8% | +482.3% | +467.0% |
| All | +2,080.1% | +216.3% | +1,863.8% | +1,507.1% |
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 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