+11.7%
SPGI vs LSCC
+26.3%
-14.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.7% |
| 7D | +0.3% | +13.0% | -12.7% | -1.0% |
| 30D | +18.4% | -19.8% | +38.2% | +20.7% |
| 3M | +15.7% | -18.4% | +34.1% | +17.3% |
| 6M | +17.3% | -16.1% | +33.4% | +16.7% |
| YTD | -4.7% | +42.7% | -47.5% | -13.7% |
| 1Y | +1.8% | +68.0% | -66.2% | -10.5% |
| 3Y | +31.7% | +85.8% | -54.1% | +6.1% |
| All | +11.7% | +26.3% | -14.6% | -8.7% |
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