+37.3%
LMT vs EXR
+23.6%
+13.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -8.2% | -6.9% | -1.3% | -7.4% |
| 3M | +3.7% | -3.0% | +6.7% | +4.1% |
| 6M | -19.2% | -2.9% | -16.2% | -19.0% |
| YTD | +12.9% | +9.3% | +3.6% | +11.8% |
| 1Y | +19.8% | -0.9% | +20.7% | +19.6% |
| 3Y | +37.3% | +24.7% | +12.6% | +41.9% |
| All | +37.3% | +23.6% | +13.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling