+82.7%
SPG vs LII
+17.0%
+65.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.0% | +2.9% | -0.9% | +1.0% |
| 30D | +17.2% | +0.9% | +16.3% | +16.4% |
| 3M | +6.3% | -15.5% | +21.8% | +12.3% |
| 6M | +18.7% | -30.2% | +48.9% | +31.7% |
| YTD | +30.1% | -26.8% | +56.9% | +39.9% |
| 1Y | +32.8% | -25.3% | +58.0% | +41.2% |
| 3Y | +133.6% | -7.8% | +141.3% | +112.6% |
| All | +82.7% | +17.0% | +65.7% | +39.1% |
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 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