+36.1%
LVS vs EXR
+2,766.4%
-2,730.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.2% |
| 30D | +7.1% | +18.3% | -11.2% | -3.4% |
| 3M | -13.2% | +9.1% | -22.3% | -17.8% |
| 6M | -22.8% | +11.7% | -34.6% | -28.4% |
| YTD | -38.0% | +25.7% | -63.7% | -47.1% |
| 1Y | -39.5% | +24.9% | -64.4% | -48.2% |
| 3Y | -12.2% | +51.4% | -63.6% | -36.9% |
| 5Y | +6.4% | -1.9% | +8.4% | -5.2% |
| 10Y | -13.3% | +214.0% | -227.2% | -71.1% |
| All | +36.1% | +2,766.4% | -2,730.3% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling