+3,258.6%
SPG vs LII
+2,734.1%
+524.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.6% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +15.6% | -4.6% | +20.2% | +17.3% |
| 3M | +4.1% | -21.2% | +25.3% | +13.4% |
| 6M | +13.6% | -36.4% | +50.0% | +32.0% |
| YTD | +27.5% | -28.9% | +56.5% | +40.4% |
| 1Y | +32.2% | -29.5% | +61.8% | +45.8% |
| 3Y | +126.0% | -8.6% | +134.6% | +118.1% |
| 5Y | +74.7% | +20.2% | +54.5% | +48.3% |
| 10Y | +112.8% | +166.2% | -53.4% | +34.5% |
| All | +3,258.6% | +2,734.1% | +524.4% | +941.1% |
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 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