+548.8%
LNG vs EXR
+149.6%
+399.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.5% | -3.2% | -1.3% | -3.9% |
| 30D | +4.7% | -6.9% | +11.6% | +6.0% |
| 3M | +15.1% | -7.8% | +22.9% | +16.8% |
| 6M | +13.6% | -4.9% | +18.4% | +14.2% |
| YTD | +44.0% | +7.2% | +36.8% | +41.3% |
| 1Y | +18.4% | -1.5% | +19.9% | +18.0% |
| 3Y | +75.9% | +22.3% | +53.6% | +65.0% |
| 5Y | +231.7% | -10.9% | +242.6% | +228.6% |
| All | +548.8% | +149.6% | +399.2% | +454.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling