+2.2%
SPGI vs LII
-28.7%
+30.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | +16.1% | -2.4% | +18.5% | +16.2% |
| 3M | +15.5% | -17.5% | +32.9% | +16.3% |
| 6M | +19.6% | -32.8% | +52.5% | +21.3% |
| YTD | -3.6% | -27.7% | +24.1% | -3.4% |
| 1Y | +2.2% | -28.1% | +30.3% | +2.3% |
| All | +2.2% | -28.7% | +30.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling