+189.0%
LMT vs EXR
+149.6%
+39.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.5% | -3.2% | +2.7% | +0.3% |
| 30D | -10.8% | -6.9% | -3.9% | -9.1% |
| 3M | +1.6% | -7.8% | +9.4% | +3.7% |
| 6M | -17.6% | -4.9% | -12.7% | -16.7% |
| YTD | +11.6% | +7.2% | +4.4% | +9.2% |
| 1Y | +17.2% | -1.5% | +18.7% | +17.1% |
| 3Y | +35.7% | +22.3% | +13.5% | +23.9% |
| 5Y | +75.2% | -10.9% | +86.1% | +71.5% |
| All | +189.0% | +149.6% | +39.4% | +97.0% |
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