+124.2%
SPG vs LSCC
+69.3%
+54.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.6% | +7.7% | 0.0% |
| 7D | +5.0% | -4.8% | +9.8% | +5.4% |
| 30D | +12.3% | -27.1% | +39.4% | +15.6% |
| 3M | +1.9% | -23.6% | +25.5% | +4.1% |
| 6M | +14.4% | -19.8% | +34.3% | +14.7% |
| YTD | +26.5% | +33.2% | -6.7% | +16.4% |
| 1Y | +30.7% | +55.2% | -24.6% | +17.1% |
| All | +124.2% | +69.3% | +54.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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