+137.2%
SPG vs LII
-8.9%
+146.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | +5.1% | -1.2% | +6.3% | +5.4% |
| 30D | +16.8% | -2.0% | +18.8% | +17.1% |
| 3M | +5.7% | -20.2% | +25.9% | +11.7% |
| 6M | +17.8% | -32.5% | +50.3% | +28.5% |
| YTD | +30.1% | -27.4% | +57.5% | +37.4% |
| 1Y | +32.8% | -28.2% | +61.0% | +40.6% |
| 3Y | +137.2% | -7.2% | +144.4% | +114.7% |
| All | +137.2% | -8.9% | +146.2% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling