+1,972.0%
LMT vs EXR
+3,090.1%
-1,118.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -5.6% | +1.7% | -7.4% | -6.1% |
| 30D | +18.4% | +18.0% | +0.3% | +13.5% |
| 3M | +0.6% | +9.7% | -9.0% | -1.8% |
| 6M | +20.6% | +13.4% | +7.1% | +16.6% |
| YTD | +27.0% | +26.3% | +0.7% | +19.3% |
| 1Y | +36.9% | +27.6% | +9.3% | +28.2% |
| 3Y | +46.9% | +52.2% | -5.3% | +28.7% |
| 5Y | +104.2% | -1.1% | +105.3% | +95.6% |
| 10Y | +205.2% | +216.8% | -11.6% | +111.8% |
| All | +1,972.0% | +3,090.1% | -1,118.1% | +705.8% |
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