-4.4%
LVS vs EXR
+23.6%
-28.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -3.9% | -6.9% | +3.0% | -2.3% |
| 3M | -12.9% | -3.0% | -9.9% | -12.3% |
| 6M | -16.9% | -2.9% | -14.0% | -16.7% |
| YTD | -31.2% | +9.3% | -40.5% | -33.3% |
| 1Y | -16.4% | -0.9% | -15.5% | -16.9% |
| 3Y | -4.4% | +24.7% | -29.1% | -7.4% |
| All | -4.4% | +23.6% | -28.0% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling