+14,754.4%
SPGI vs LSCC
+9,126.4%
+5,628.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -0.8% |
| 7D | +2.6% | -4.8% | +7.4% | +3.0% |
| 30D | +19.3% | -27.1% | +46.4% | +23.6% |
| 3M | +15.5% | -23.6% | +39.1% | +18.5% |
| 6M | +18.3% | -19.8% | +38.2% | +19.0% |
| YTD | -3.8% | +33.2% | -37.0% | -10.8% |
| 1Y | +1.3% | +55.2% | -53.9% | -8.1% |
| 3Y | +33.6% | +70.1% | -36.5% | +14.8% |
| 5Y | +13.2% | +19.5% | -6.3% | -0.9% |
| 10Y | +346.3% | +1,164.9% | -818.6% | +176.2% |
| All | +14,754.4% | +9,126.4% | +5,628.0% | +6,670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling