+1,490.3%
LSCC vs EXR
+217.4%
+1,272.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | -1.1% | +15.6% | +15.1% |
| 30D | -0.1% | +18.8% | -18.8% | -7.3% |
| 3M | -2.7% | +9.9% | -12.6% | -6.8% |
| 6M | -4.8% | +12.6% | -17.4% | -10.6% |
| YTD | +66.9% | +26.5% | +40.4% | +48.8% |
| 1Y | +85.8% | +24.5% | +61.4% | +66.8% |
| 3Y | +115.6% | +52.4% | +63.2% | +74.9% |
| 5Y | +48.8% | -1.5% | +50.3% | +42.1% |
| 10Y | +1,490.3% | +216.0% | +1,274.3% | +1,004.3% |
| All | +1,490.3% | +217.4% | +1,272.9% | +1,004.3% |
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