+13.7%
SPGI vs LSCC
+33.9%
-20.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.6% |
| 7D | +1.2% | +7.0% | -5.7% | +0.5% |
| 30D | +15.9% | -2.3% | +18.2% | +15.7% |
| 3M | +12.3% | -12.5% | +24.8% | +13.0% |
| 6M | +23.7% | -10.6% | +34.3% | +22.4% |
| YTD | -3.5% | +52.7% | -56.2% | -13.3% |
| 1Y | +0.4% | +74.0% | -73.6% | -11.9% |
| 3Y | +29.9% | +104.8% | -74.9% | +3.1% |
| All | +13.7% | +33.9% | -20.2% | -7.7% |
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