+119.0%
SPG vs LBRT
-26.4%
+145.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | +2.0% |
| 7D | +5.0% | -34.8% | +39.8% | +14.1% |
| 30D | +12.3% | -43.6% | +55.9% | +25.4% |
| 3M | +1.9% | -41.2% | +43.1% | +12.0% |
| 6M | +14.4% | -66.1% | +80.5% | +39.8% |
| YTD | +26.5% | -37.9% | +64.4% | +32.2% |
| 1Y | +30.7% | -33.9% | +64.6% | +33.9% |
| 3Y | +122.6% | -40.9% | +163.5% | +118.8% |
| 5Y | +73.3% | +2.1% | +71.2% | +37.3% |
| All | +119.0% | -26.4% | +145.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling