+2,520.1%
LRCX vs EXR
+216.3%
+2,303.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +12.7% | -0.4% | +13.1% | +12.9% |
| 30D | -21.3% | +18.2% | -39.5% | -25.8% |
| 3M | -32.9% | +7.3% | -40.2% | -34.8% |
| 6M | -23.4% | +13.8% | -37.2% | -27.7% |
| YTD | +32.4% | +25.9% | +6.4% | +20.2% |
| 1Y | +48.0% | +25.8% | +22.2% | +34.3% |
| 3Y | +243.9% | +53.7% | +190.2% | +180.8% |
| 5Y | +280.6% | -1.8% | +282.4% | +264.3% |
| All | +2,520.1% | +216.3% | +2,303.8% | +1,784.6% |
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 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