0.0%
LVS vs EXR
+144.7%
-144.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.9% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | -4.7% | -7.5% | +2.8% | -3.0% |
| 3M | -15.6% | -7.5% | -8.1% | -14.1% |
| 6M | -18.6% | -5.2% | -13.4% | -17.9% |
| YTD | -32.3% | +6.5% | -38.8% | -33.6% |
| 1Y | -18.0% | -2.0% | -16.0% | -18.3% |
| 3Y | -5.8% | +21.5% | -27.4% | -11.8% |
| 5Y | +5.7% | -11.5% | +17.2% | +4.9% |
| 10Y | 0.0% | +148.0% | -148.0% | -14.0% |
| All | 0.0% | +144.7% | -144.7% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling