+331.8%
SPGI vs LSCC
+1,244.7%
-912.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.1% |
| 7D | +0.3% | +13.0% | -12.7% | -1.8% |
| 30D | +18.4% | -19.8% | +38.2% | +21.8% |
| 3M | +15.7% | -18.4% | +34.1% | +18.1% |
| 6M | +17.3% | -16.1% | +33.4% | +16.8% |
| YTD | -4.7% | +42.7% | -47.5% | -15.8% |
| 1Y | +1.8% | +68.0% | -66.2% | -13.2% |
| 3Y | +31.7% | +85.8% | -54.1% | +2.2% |
| 5Y | +12.1% | +28.0% | -16.0% | -10.8% |
| All | +331.8% | +1,244.7% | -912.8% | +86.8% |
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