+181.6%
LNT vs EXR
+215.7%
-34.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +9.9% | +18.3% | -8.4% | +2.9% |
| 3M | +4.8% | +9.1% | -4.3% | +1.2% |
| 6M | +2.2% | +11.7% | -9.6% | -2.3% |
| YTD | +15.9% | +25.7% | -9.8% | +5.5% |
| 1Y | +10.6% | +24.9% | -14.4% | +0.8% |
| 3Y | +66.1% | +51.4% | +14.6% | +36.1% |
| 5Y | +55.6% | -1.9% | +57.5% | +49.5% |
| All | +181.6% | +215.7% | -34.1% | +63.7% |
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