+800.2%
LNG vs EXR
+216.3%
+583.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +11.3% | -0.4% | +11.8% | +11.4% |
| 30D | +10.6% | +18.2% | -7.6% | +7.1% |
| 3M | +16.1% | +7.3% | +8.8% | +14.4% |
| 6M | +29.6% | +13.8% | +15.7% | +26.1% |
| YTD | +60.3% | +25.9% | +34.4% | +52.5% |
| 1Y | +46.1% | +25.8% | +20.3% | +38.9% |
| 3Y | +85.9% | +53.7% | +32.2% | +66.7% |
| 5Y | +210.8% | -1.8% | +212.6% | +202.0% |
| All | +800.2% | +216.3% | +583.9% | +648.6% |
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