+41.2%
LVS vs EXR
+2,780.0%
-2,738.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.1% |
| 7D | +6.7% | +1.7% | +5.0% | +5.6% |
| 30D | +13.8% | +18.0% | -4.3% | +2.8% |
| 3M | -9.5% | +9.7% | -19.1% | -14.5% |
| 6M | -22.0% | +13.4% | -35.5% | -28.4% |
| YTD | -35.7% | +26.3% | -62.0% | -45.3% |
| 1Y | -36.7% | +27.6% | -64.2% | -46.6% |
| 3Y | -8.8% | +52.2% | -61.0% | -34.7% |
| 5Y | +9.5% | -1.1% | +10.6% | -3.0% |
| 10Y | -10.9% | +216.8% | -227.7% | -70.5% |
| All | +41.2% | +2,780.0% | -2,738.8% | -91.9% |
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 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