+1,091.8%
LOW vs EXR
+2,662.2%
-1,570.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -1.7% | -2.6% | +0.8% | -0.6% |
| 30D | -7.0% | -7.2% | +0.1% | -4.0% |
| 3M | -0.9% | -3.5% | +2.6% | +0.7% |
| 6M | -20.1% | -5.3% | -14.8% | -18.1% |
| YTD | -13.9% | +9.4% | -23.3% | -17.1% |
| 1Y | -21.1% | +1.3% | -22.5% | -21.7% |
| 3Y | -6.6% | +22.4% | -29.1% | -16.0% |
| 5Y | +9.4% | -12.2% | +21.6% | +10.4% |
| 10Y | +220.5% | +148.6% | +71.9% | +100.2% |
| All | +1,091.8% | +2,662.2% | -1,570.4% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling