+85.8%
LSCC vs EXR
+69.9%
+15.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.4% |
| 7D | +13.0% | +5.2% | +7.8% | +10.7% |
| 30D | -19.8% | +20.9% | -40.7% | -26.1% |
| 3M | -18.4% | +7.7% | -26.1% | -21.0% |
| 6M | -16.1% | +13.2% | -29.3% | -21.6% |
| YTD | +42.7% | +26.5% | +16.3% | +26.0% |
| 1Y | +68.0% | +27.2% | +40.8% | +47.6% |
| 3Y | +85.8% | +71.5% | +14.3% | +36.9% |
| All | +85.8% | +69.9% | +15.9% | +36.9% |
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