+52.3%
LVS vs EXR
+2,393.7%
-2,341.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -1.5% | -2.6% | +1.1% | +0.1% |
| 30D | -3.2% | -7.2% | +4.0% | +1.3% |
| 3M | -12.0% | -3.5% | -8.5% | -10.3% |
| 6M | -19.9% | -5.3% | -14.6% | -18.0% |
| YTD | -30.6% | +9.4% | -40.0% | -35.5% |
| 1Y | -17.7% | +1.3% | -19.1% | -20.5% |
| 3Y | -14.2% | +22.4% | -36.6% | -30.2% |
| 5Y | +9.6% | -12.2% | +21.9% | +3.5% |
| 10Y | +5.7% | +148.6% | -142.9% | -59.1% |
| All | +52.3% | +2,393.7% | -2,341.5% | -90.5% |
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