+73.5%
LSCC vs EXR
+70.9%
+2.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.4% |
| 7D | -4.8% | +6.8% | -11.6% | -7.3% |
| 30D | -27.1% | +19.6% | -46.7% | -32.4% |
| 3M | -23.6% | +8.0% | -31.6% | -26.1% |
| 6M | -19.8% | +17.2% | -37.0% | -26.3% |
| YTD | +33.2% | +27.2% | +6.0% | +17.4% |
| 1Y | +55.2% | +26.1% | +29.2% | +37.1% |
| All | +73.5% | +70.9% | +2.6% | +27.6% |
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 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