+24.4%
LNG vs EXR
+1.1%
+23.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.4% | -2.6% | +6.0% | +3.3% |
| 30D | +14.9% | -7.2% | +22.1% | +14.7% |
| 3M | +21.4% | -3.5% | +24.9% | +21.2% |
| 6M | +17.8% | -5.3% | +23.1% | +19.3% |
| YTD | +51.3% | +9.4% | +41.9% | +52.9% |
| 1Y | +24.4% | +1.3% | +23.1% | +27.3% |
| All | +24.4% | +1.1% | +23.3% | +27.3% |
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