+1,351.6%
LSCC vs EXR
+216.3%
+1,135.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +7.0% | -0.4% | +7.4% | +7.2% |
| 30D | -2.3% | +18.2% | -20.5% | -9.2% |
| 3M | -12.5% | +7.3% | -19.9% | -15.4% |
| 6M | -10.6% | +13.8% | -24.4% | -16.5% |
| YTD | +52.7% | +25.9% | +26.8% | +36.4% |
| 1Y | +74.0% | +25.8% | +48.2% | +55.4% |
| 3Y | +104.8% | +53.7% | +51.1% | +65.5% |
| 5Y | +36.2% | -1.8% | +38.0% | +30.2% |
| All | +1,351.6% | +216.3% | +1,135.2% | +911.8% |
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 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