+343.3%
SPGI vs LII
+169.1%
+174.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +1.2% | +2.9% | -1.7% | +0.2% |
| 30D | +15.9% | +0.9% | +15.0% | +15.1% |
| 3M | +12.3% | -15.5% | +27.8% | +18.9% |
| 6M | +23.7% | -30.2% | +53.9% | +37.6% |
| YTD | -3.5% | -26.8% | +23.3% | +3.4% |
| 1Y | +0.4% | -25.3% | +25.7% | +6.5% |
| 3Y | +29.9% | -7.8% | +37.6% | +18.9% |
| 5Y | +15.2% | +17.0% | -1.8% | -9.2% |
| All | +343.3% | +169.1% | +174.2% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling