+3,284.4%
LLY vs EXR
+2,662.2%
+622.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | -2.6% | +0.4% | -1.5% |
| 30D | -1.6% | -7.2% | +5.6% | +0.2% |
| 3M | +2.3% | -3.5% | +5.8% | +3.2% |
| 6M | +14.9% | -5.3% | +20.2% | +16.4% |
| YTD | +7.5% | +9.4% | -1.9% | +4.9% |
| 1Y | +55.7% | +1.3% | +54.4% | +54.5% |
| 3Y | +110.6% | +22.4% | +88.2% | +96.4% |
| 5Y | +363.4% | -12.2% | +375.7% | +360.6% |
| 10Y | +1,649.0% | +148.6% | +1,500.4% | +1,192.4% |
| All | +3,284.4% | +2,662.2% | +622.2% | +1,153.4% |
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 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