+231.2%
LNG vs EXR
-13.9%
+245.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -6.7% | -3.1% | -3.7% | -6.2% |
| 30D | +3.9% | -7.5% | +11.4% | +5.4% |
| 3M | +15.5% | -7.5% | +23.0% | +17.1% |
| 6M | +10.5% | -5.2% | +15.7% | +11.3% |
| YTD | +43.0% | +6.5% | +36.5% | +40.3% |
| 1Y | +18.9% | -2.0% | +20.9% | +18.7% |
| 3Y | +74.7% | +21.5% | +53.1% | +61.9% |
| 5Y | +231.2% | -11.5% | +242.7% | +234.6% |
| All | +231.2% | -13.9% | +245.1% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling