+112.3%
SPG vs LBRT
+25.4%
+86.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -2.4% | +8.3% | -10.6% | -3.1% |
| 30D | -6.8% | +6.1% | -13.0% | -7.4% |
| 3M | +2.7% | -34.8% | +37.4% | +6.5% |
| 6M | +5.5% | -24.8% | +30.3% | +7.1% |
| YTD | +15.7% | +12.2% | +3.5% | +11.2% |
| 1Y | +20.9% | +94.0% | -73.1% | +5.3% |
| All | +112.3% | +25.4% | +86.9% | +89.3% |
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