+19.5%
LSCC vs EXR
-1.5%
+21.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.3% |
| 7D | -4.8% | +6.8% | -11.6% | -8.0% |
| 30D | -27.1% | +19.6% | -46.7% | -33.8% |
| 3M | -23.6% | +8.0% | -31.6% | -26.9% |
| 6M | -19.8% | +17.2% | -37.0% | -27.6% |
| YTD | +33.2% | +27.2% | +6.0% | +14.8% |
| 1Y | +55.2% | +26.1% | +29.2% | +34.1% |
| 3Y | +70.1% | +70.7% | -0.6% | +17.8% |
| 5Y | +19.5% | +1.0% | +18.6% | +4.9% |
| All | +19.5% | -1.5% | +21.1% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling