+126.0%
SPG vs LII
-8.7%
+134.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | +15.6% | -4.6% | +20.2% | +16.7% |
| 3M | +4.1% | -21.2% | +25.3% | +10.4% |
| 6M | +13.6% | -36.4% | +50.0% | +26.1% |
| YTD | +27.5% | -28.9% | +56.5% | +35.5% |
| 1Y | +32.2% | -29.5% | +61.8% | +40.7% |
| 3Y | +126.0% | -8.6% | +134.6% | +105.8% |
| All | +126.0% | -8.7% | +134.7% | +105.8% |
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