+82.7%
SPG vs LSCC
+33.9%
+48.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.6% |
| 7D | +2.0% | +7.0% | -5.0% | +0.8% |
| 30D | +17.2% | -2.3% | +19.6% | +16.9% |
| 3M | +6.3% | -12.5% | +18.8% | +7.4% |
| 6M | +18.7% | -10.6% | +29.3% | +17.5% |
| YTD | +30.1% | +52.7% | -22.6% | +14.3% |
| 1Y | +32.8% | +74.0% | -41.2% | +13.3% |
| 3Y | +133.6% | +104.8% | +28.8% | +79.2% |
| All | +82.7% | +33.9% | +48.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling