+103.1%
SPG vs LII
+25.3%
+77.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -6.8% | -12.6% | +5.8% | -2.4% |
| 3M | +2.7% | -24.4% | +27.1% | +11.5% |
| 6M | +5.5% | -28.7% | +34.2% | +16.3% |
| YTD | +15.7% | -19.1% | +34.8% | +20.6% |
| 1Y | +20.9% | -29.7% | +50.6% | +32.7% |
| 3Y | +112.4% | +4.8% | +107.6% | +84.7% |
| All | +103.1% | +25.3% | +77.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling