+116.1%
SPG vs LII
+166.2%
-50.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.3% |
| 30D | +17.6% | -2.4% | +20.0% | +18.3% |
| 3M | +7.5% | -17.5% | +24.9% | +16.8% |
| 6M | +18.5% | -32.8% | +51.4% | +38.5% |
| YTD | +30.9% | -27.7% | +58.6% | +44.9% |
| 1Y | +34.1% | -28.1% | +62.2% | +48.5% |
| 3Y | +135.5% | -9.7% | +145.2% | +114.3% |
| 5Y | +86.5% | +19.5% | +67.0% | +38.1% |
| 10Y | +116.1% | +170.6% | -54.5% | +11.6% |
| All | +116.1% | +166.2% | -50.2% | +11.6% |
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