+1,704.6%
LMT vs EXR
+2,662.2%
-957.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -6.3% | -2.6% | -3.7% | -5.6% |
| 30D | -8.5% | -7.2% | -1.3% | -6.8% |
| 3M | +1.8% | -3.5% | +5.3% | +2.7% |
| 6M | -19.9% | -5.3% | -14.6% | -19.0% |
| YTD | +10.6% | +9.4% | +1.2% | +7.8% |
| 1Y | +17.9% | +1.3% | +16.6% | +17.0% |
| 3Y | +27.0% | +22.4% | +4.5% | +17.3% |
| 5Y | +68.7% | -12.2% | +80.9% | +66.3% |
| 10Y | +181.1% | +148.6% | +32.5% | +106.9% |
| All | +1,704.6% | +2,662.2% | -957.6% | +628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling