+13,845.6%
SPGI vs LSCC
+10,808.2%
+3,037.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +8.4% | -9.7% | +18.1% | +9.7% |
| 3M | +11.8% | -23.7% | +35.5% | +14.5% |
| 6M | +5.7% | +26.5% | -20.8% | +0.3% |
| YTD | -9.7% | +57.5% | -67.2% | -17.4% |
| 1Y | -12.5% | +75.7% | -88.1% | -21.6% |
| 3Y | +21.8% | +19.5% | +2.4% | +10.5% |
| 5Y | +8.2% | +83.8% | -75.6% | -9.9% |
| 10Y | +309.5% | +1,772.4% | -1,462.9% | +142.5% |
| All | +13,845.6% | +10,808.2% | +3,037.4% | +6,167.7% |
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 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