+73.3%
SPG vs LSCC
+18.7%
+54.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.6% | +7.7% | +0.5% |
| 7D | +5.0% | -4.8% | +9.8% | +5.6% |
| 30D | +12.3% | -27.1% | +39.4% | +17.4% |
| 3M | +1.9% | -23.6% | +25.5% | +5.3% |
| 6M | +14.4% | -19.8% | +34.3% | +15.2% |
| YTD | +26.5% | +33.2% | -6.7% | +13.7% |
| 1Y | +30.7% | +55.2% | -24.6% | +13.5% |
| 3Y | +122.6% | +70.1% | +52.5% | +76.9% |
| 5Y | +73.3% | +19.5% | +53.8% | +37.7% |
| All | +73.3% | +18.7% | +54.6% | +37.7% |
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