+125.8%
SPG vs LBRT
-16.2%
+142.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +3.1% | +13.8% | -10.7% | +0.2% |
| 30D | +16.4% | -32.4% | +48.8% | +25.0% |
| 3M | +7.1% | -39.9% | +46.9% | +17.3% |
| 6M | +16.1% | -60.8% | +76.9% | +37.5% |
| YTD | +30.4% | -29.3% | +59.7% | +32.5% |
| 1Y | +33.0% | -18.9% | +51.9% | +30.2% |
| 3Y | +134.6% | -28.0% | +162.6% | +120.3% |
| 5Y | +84.9% | +26.6% | +58.3% | +39.1% |
| All | +125.8% | -16.2% | +142.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling