+2,946.8%
SPG vs LII
+3,124.4%
-177.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +2.7% | -24.4% | +27.1% | +12.3% |
| 6M | +5.5% | -28.7% | +34.2% | +17.1% |
| YTD | +15.7% | -19.1% | +34.8% | +21.8% |
| 1Y | +20.9% | -29.7% | +50.6% | +33.4% |
| 3Y | +112.4% | +4.8% | +107.6% | +95.0% |
| 5Y | +101.4% | +24.6% | +76.8% | +69.4% |
| 10Y | +60.6% | +169.2% | -108.6% | +1.1% |
| All | +2,946.8% | +3,124.4% | -177.6% | +802.8% |
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 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