+3,887.0%
LLY vs EXR
+3,094.9%
+792.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.5% | +5.2% | -9.7% | -5.7% |
| 30D | +13.9% | +20.9% | -7.0% | +8.7% |
| 3M | +13.8% | +7.7% | +6.1% | +11.6% |
| 6M | +37.6% | +13.2% | +24.4% | +33.3% |
| YTD | +26.6% | +26.5% | +0.1% | +19.2% |
| 1Y | +45.3% | +27.2% | +18.1% | +36.6% |
| 3Y | +132.2% | +71.5% | +60.7% | +99.1% |
| 5Y | +434.7% | +0.4% | +434.3% | +414.2% |
| 10Y | +2,084.3% | +225.2% | +1,859.1% | +1,411.4% |
| All | +3,887.0% | +3,094.9% | +792.1% | +1,323.5% |
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