+206.5%
LMT vs EXR
+217.4%
-10.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -1.1% | +3.7% | +2.8% |
| 30D | +19.2% | +18.8% | +0.4% | +13.7% |
| 3M | +2.7% | +9.9% | -7.2% | 0.0% |
| 6M | +20.6% | +12.6% | +8.0% | +16.5% |
| YTD | +28.4% | +26.5% | +1.9% | +20.1% |
| 1Y | +36.9% | +24.5% | +12.4% | +28.5% |
| 3Y | +48.5% | +52.4% | -3.9% | +27.5% |
| 5Y | +107.6% | -1.5% | +109.1% | +99.8% |
| 10Y | +206.5% | +216.0% | -9.5% | +96.8% |
| All | +206.5% | +217.4% | -10.9% | +96.8% |
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