+59.0%
SPG vs LII
+171.3%
-112.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -6.8% | -12.6% | +5.8% | -0.9% |
| 3M | +2.7% | -24.4% | +27.1% | +14.4% |
| 6M | +5.5% | -28.7% | +34.2% | +19.7% |
| YTD | +15.7% | -19.1% | +34.8% | +22.2% |
| 1Y | +20.9% | -29.7% | +50.6% | +36.1% |
| 3Y | +112.4% | +4.8% | +107.6% | +79.9% |
| 5Y | +101.4% | +24.6% | +76.8% | +49.0% |
| All | +59.0% | +171.3% | -112.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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