+190.4%
LMT vs EXR
+216.3%
-25.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +14.1% | +18.2% | -4.1% | +9.0% |
| 3M | +0.3% | +7.3% | -7.1% | -1.7% |
| 6M | +16.1% | +13.8% | +2.3% | +11.9% |
| YTD | +25.5% | +25.9% | -0.5% | +17.5% |
| 1Y | +34.1% | +25.8% | +8.3% | +25.6% |
| 3Y | +45.1% | +53.7% | -8.6% | +24.2% |
| 5Y | +100.9% | -1.8% | +102.7% | +93.5% |
| All | +190.4% | +216.3% | -25.9% | +88.2% |
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