+86.5%
SPG vs LBRT
+13.8%
+72.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | +5.6% | -15.7% | +21.2% | +7.3% |
| 30D | +17.6% | -34.3% | +51.8% | +22.6% |
| 3M | +7.5% | -40.6% | +48.1% | +13.2% |
| 6M | +18.5% | -62.0% | +80.5% | +31.4% |
| YTD | +30.9% | -31.6% | +62.6% | +31.5% |
| 1Y | +34.1% | -25.8% | +59.9% | +32.5% |
| 3Y | +135.5% | -30.4% | +165.9% | +123.6% |
| 5Y | +86.5% | +18.7% | +67.9% | +52.8% |
| All | +86.5% | +13.8% | +72.7% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling