+125.3%
SPG vs LBRT
-16.2%
+141.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.3% |
| 7D | +5.1% | -11.9% | +17.0% | +7.4% |
| 30D | +16.8% | -31.9% | +48.8% | +25.3% |
| 3M | +5.7% | -34.9% | +40.5% | +13.7% |
| 6M | +17.8% | -60.7% | +78.5% | +39.4% |
| YTD | +30.1% | -29.2% | +59.3% | +32.2% |
| 1Y | +32.8% | -23.6% | +56.4% | +31.8% |
| 3Y | +137.2% | -26.8% | +164.1% | +121.9% |
| 5Y | +81.5% | +16.3% | +65.1% | +39.8% |
| All | +125.3% | -16.2% | +141.4% | +17.7% |
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