+3,546.5%
LRCX vs EXR
+149.6%
+3,396.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.9% |
| 7D | +1.8% | -3.2% | +5.0% | +2.9% |
| 30D | -4.3% | -6.9% | +2.6% | -2.0% |
| 3M | -7.3% | -7.8% | +0.5% | -5.5% |
| 6M | +38.6% | -4.9% | +43.4% | +39.6% |
| YTD | +74.4% | +7.2% | +67.3% | +68.1% |
| 1Y | +179.1% | -1.5% | +180.6% | +176.3% |
| 3Y | +357.7% | +22.3% | +335.4% | +306.6% |
| 5Y | +424.9% | -10.9% | +435.8% | +422.0% |
| All | +3,546.5% | +149.6% | +3,396.8% | +2,610.9% |
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