-39.9%
LUMN vs EXR
-10.8%
-29.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | +10.3% | -6.2% | +16.5% | +13.8% |
| 3M | -18.3% | -7.4% | -10.9% | -15.7% |
| 6M | +4.4% | -0.5% | +4.9% | +3.1% |
| YTD | -10.7% | +8.1% | -18.8% | -16.1% |
| 1Y | +14.0% | -2.9% | +16.8% | +12.6% |
| 3Y | +406.6% | +22.9% | +383.6% | +331.9% |
| All | -39.9% | -10.8% | -29.1% | -40.9% |
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