+78.0%
SPG vs LBRT
+6.0%
+72.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.2% |
| 7D | +4.9% | -29.1% | +34.0% | +8.6% |
| 30D | +15.6% | -38.4% | +54.0% | +21.5% |
| 3M | +4.1% | -40.1% | +44.1% | +9.4% |
| 6M | +13.6% | -62.9% | +76.5% | +26.2% |
| YTD | +27.5% | -34.5% | +62.1% | +28.7% |
| 1Y | +32.2% | -30.2% | +62.4% | +31.7% |
| 3Y | +126.0% | -37.5% | +163.5% | +118.2% |
| All | +78.0% | +6.0% | +72.0% | +49.2% |
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 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