+334.0%
SPGI vs LSCC
+1,333.6%
-999.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +1.6% | +5.0% | -3.5% | +0.7% |
| 30D | +16.1% | -11.7% | +27.8% | +17.6% |
| 3M | +15.5% | -13.3% | +28.8% | +16.7% |
| 6M | +19.6% | -12.5% | +32.2% | +18.5% |
| YTD | -3.6% | +51.2% | -54.8% | -15.6% |
| 1Y | +2.2% | +65.9% | -63.7% | -12.4% |
| 3Y | +30.1% | +95.3% | -65.2% | +0.2% |
| 5Y | +14.9% | +38.6% | -23.7% | -9.9% |
| 10Y | +334.0% | +1,352.3% | -1,018.4% | +88.7% |
| All | +334.0% | +1,333.6% | -999.7% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling