+100.3%
SPG vs LBRT
+33.5%
+66.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.4% | +8.7% | -11.1% | -4.2% |
| 30D | -6.8% | +6.6% | -13.4% | -8.4% |
| 3M | +2.7% | -34.5% | +37.1% | +10.7% |
| 6M | +5.5% | -24.5% | +30.0% | +9.1% |
| YTD | +15.7% | +12.7% | +3.0% | +8.0% |
| 1Y | +20.9% | +94.8% | -74.0% | -3.6% |
| 3Y | +112.4% | +31.9% | +80.5% | +76.0% |
| 5Y | +101.4% | +111.8% | -10.5% | +35.7% |
| All | +100.3% | +33.5% | +66.8% | -3.8% |
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