+3,231.1%
SPG vs LII
+2,790.7%
+440.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | +0.2% |
| 7D | +5.0% | +0.2% | +4.8% | +4.9% |
| 30D | +12.3% | -4.6% | +16.9% | +13.9% |
| 3M | +1.9% | -21.7% | +23.5% | +11.3% |
| 6M | +14.4% | -32.8% | +47.2% | +30.2% |
| YTD | +26.5% | -27.5% | +54.0% | +38.2% |
| 1Y | +30.7% | -28.0% | +58.7% | +42.9% |
| 3Y | +122.6% | -7.2% | +129.8% | +113.7% |
| 5Y | +73.3% | +22.6% | +50.7% | +46.0% |
| 10Y | +111.1% | +171.5% | -60.4% | +32.4% |
| All | +3,231.1% | +2,790.7% | +440.4% | +924.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling