-70.4%
LYFT vs EXR
-10.8%
-59.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -8.4% | -1.2% | -7.2% | -7.8% |
| 30D | -7.6% | -6.2% | -1.4% | -4.9% |
| 3M | +11.7% | -7.4% | +19.1% | +15.5% |
| 6M | +15.1% | -0.5% | +15.6% | +14.6% |
| YTD | -20.9% | +8.1% | -29.0% | -24.6% |
| 1Y | -16.4% | -2.9% | -13.5% | -16.5% |
| 3Y | +35.2% | +22.9% | +12.3% | +17.5% |
| All | -70.4% | -10.8% | -59.6% | -70.0% |
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