+82.0%
LSCC vs EXR
-11.8%
+93.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | +1.3% | -2.6% | +3.9% | +2.7% |
| 30D | -9.7% | -7.2% | -2.5% | -6.2% |
| 3M | -23.7% | -3.5% | -20.2% | -23.3% |
| 6M | +26.5% | -5.3% | +31.8% | +28.6% |
| YTD | +57.5% | +9.4% | +48.2% | +47.6% |
| 1Y | +75.7% | +1.3% | +74.4% | +70.5% |
| 3Y | +19.5% | +22.4% | -3.0% | +1.0% |
| All | +82.0% | -11.8% | +93.9% | +81.7% |
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