+66.9%
LNT vs EXR
+53.9%
+13.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | +12.4% | +18.9% | -6.5% | +6.2% |
| 3M | +6.7% | +8.4% | -1.7% | +3.8% |
| 6M | +3.9% | +14.3% | -10.4% | -0.6% |
| YTD | +16.5% | +27.2% | -10.7% | +7.7% |
| 1Y | +12.5% | +25.9% | -13.4% | +4.3% |
| 3Y | +66.9% | +54.6% | +12.2% | +42.6% |
| All | +66.9% | +53.9% | +13.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling