-4.9%
LYB vs EXR
-10.8%
+5.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +0.3% | -1.2% | +1.4% | +0.6% |
| 30D | +2.5% | -6.2% | +8.7% | +4.3% |
| 3M | +1.4% | -7.4% | +8.8% | +3.4% |
| 6M | -3.5% | -0.5% | -2.9% | -4.3% |
| YTD | +52.0% | +8.1% | +43.9% | +46.5% |
| 1Y | +22.1% | -2.9% | +24.9% | +21.8% |
| 3Y | -22.8% | +22.9% | -45.7% | -28.7% |
| All | -4.9% | -10.8% | +5.9% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling