+2,050.0%
LLY vs EXR
+217.4%
+1,832.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +21.5% | +18.8% | +2.8% | +16.5% |
| 3M | +18.5% | +9.9% | +8.5% | +15.7% |
| 6M | +49.1% | +12.6% | +36.5% | +44.7% |
| YTD | +34.4% | +26.5% | +7.9% | +26.7% |
| 1Y | +46.3% | +24.5% | +21.8% | +38.5% |
| 3Y | +145.5% | +52.4% | +93.1% | +118.3% |
| 5Y | +472.7% | -1.5% | +474.2% | +459.0% |
| 10Y | +2,050.0% | +216.0% | +1,834.0% | +1,486.1% |
| All | +2,050.0% | +217.4% | +1,832.5% | +1,486.1% |
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