-63.4%
LUMN vs EXR
+27.1%
-90.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.9% |
| 7D | -16.9% | +6.8% | -23.7% | -17.1% |
| 30D | -32.7% | +19.6% | -52.2% | -33.0% |
| 3M | -34.5% | +8.0% | -42.5% | -34.9% |
| 6M | -56.9% | +17.2% | -74.0% | -58.0% |
| YTD | -48.8% | +27.2% | -76.0% | -50.8% |
| 1Y | -63.4% | +26.1% | -89.4% | -65.3% |
| All | -63.4% | +27.1% | -90.4% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling