+104.2%
LMT vs EXR
-1.3%
+105.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -5.6% | +1.7% | -7.4% | -5.9% |
| 30D | +18.4% | +18.0% | +0.3% | +15.2% |
| 3M | +0.6% | +9.7% | -9.0% | -1.0% |
| 6M | +20.6% | +13.4% | +7.1% | +18.1% |
| YTD | +27.0% | +26.3% | +0.7% | +22.3% |
| 1Y | +36.9% | +27.6% | +9.3% | +31.7% |
| 3Y | +46.9% | +52.2% | -5.3% | +35.6% |
| 5Y | +104.2% | -1.1% | +105.3% | +101.5% |
| All | +104.2% | -1.3% | +105.5% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling