+36.9%
LMT vs EXR
+26.8%
+10.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -1.1% | +3.7% | +2.9% |
| 30D | +19.2% | +18.8% | +0.4% | +12.2% |
| 3M | +2.7% | +9.9% | -7.2% | -1.0% |
| 6M | +20.6% | +12.6% | +8.0% | +15.1% |
| YTD | +28.4% | +26.5% | +1.9% | +16.9% |
| 1Y | +36.9% | +24.5% | +12.4% | +24.7% |
| All | +36.9% | +26.8% | +10.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling