+124.2%
SPG vs LBRT
-41.2%
+165.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | +0.1% |
| 7D | +5.0% | -34.8% | +39.8% | +7.9% |
| 30D | +12.3% | -43.6% | +55.9% | +16.6% |
| 3M | +1.9% | -41.2% | +43.1% | +5.2% |
| 6M | +14.4% | -66.1% | +80.5% | +24.1% |
| YTD | +26.5% | -37.9% | +64.4% | +26.3% |
| 1Y | +30.7% | -33.9% | +64.6% | +29.1% |
| All | +124.2% | -41.2% | +165.3% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling