+3,918.6%
LLY vs EXR
+3,113.6%
+805.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -0.7% | +6.8% | -7.5% | -2.3% |
| 30D | +17.9% | +19.6% | -1.7% | +12.8% |
| 3M | +16.8% | +8.0% | +8.9% | +14.6% |
| 6M | +38.4% | +17.2% | +21.3% | +33.0% |
| YTD | +27.6% | +27.2% | +0.4% | +19.9% |
| 1Y | +48.3% | +26.1% | +22.3% | +39.7% |
| 3Y | +145.4% | +70.7% | +74.7% | +110.6% |
| 5Y | +438.9% | +1.0% | +437.9% | +417.5% |
| 10Y | +2,101.6% | +227.1% | +1,874.5% | +1,421.1% |
| All | +3,918.6% | +3,113.6% | +805.0% | +1,332.6% |
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