+643.2%
LYB vs EXR
+1,602.5%
-959.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +9.5% | -6.9% | +16.5% | +12.9% |
| 3M | +1.3% | -3.0% | +4.3% | +2.2% |
| 6M | -1.7% | -2.9% | +1.2% | -1.9% |
| YTD | +54.1% | +9.3% | +44.9% | +45.8% |
| 1Y | +25.7% | -0.9% | +26.6% | +24.3% |
| 3Y | -20.9% | +24.7% | -45.6% | -31.4% |
| 5Y | -1.5% | -11.7% | +10.2% | -3.9% |
| 10Y | +45.0% | +148.4% | -103.4% | -21.9% |
| All | +643.2% | +1,602.5% | -959.2% | -8.4% |
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 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