+137.2%
SPG vs LBRT
-28.3%
+165.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.5% |
| 7D | +5.1% | -11.9% | +17.0% | +5.8% |
| 30D | +16.8% | -31.9% | +48.8% | +19.7% |
| 3M | +5.7% | -34.9% | +40.5% | +8.4% |
| 6M | +17.8% | -60.7% | +78.5% | +26.3% |
| YTD | +30.1% | -29.2% | +59.3% | +28.7% |
| 1Y | +32.8% | -23.6% | +56.4% | +29.8% |
| 3Y | +137.2% | -26.8% | +164.1% | +120.8% |
| All | +137.2% | -28.3% | +165.5% | +120.8% |
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 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