+21.2%
LSCC vs EXR
+22.7%
-1.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | +1.3% | -2.6% | +3.9% | +2.5% |
| 30D | -9.7% | -7.2% | -2.5% | -6.6% |
| 3M | -23.7% | -3.5% | -20.2% | -23.5% |
| 6M | +26.5% | -5.3% | +31.8% | +28.0% |
| YTD | +57.5% | +9.4% | +48.2% | +47.8% |
| 1Y | +75.7% | +1.3% | +74.4% | +70.3% |
| All | +21.2% | +22.7% | -1.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling