+2,812.6%
SPGI vs LII
+3,124.4%
-311.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | +8.4% | -12.6% | +21.0% | +13.0% |
| 3M | +11.8% | -24.4% | +36.3% | +20.5% |
| 6M | +5.7% | -28.7% | +34.4% | +15.0% |
| YTD | -9.7% | -19.1% | +9.5% | -6.2% |
| 1Y | -12.5% | -29.7% | +17.2% | -5.3% |
| 3Y | +21.8% | +4.8% | +17.0% | +12.6% |
| 5Y | +8.2% | +24.6% | -16.4% | -7.2% |
| 10Y | +309.5% | +169.2% | +140.3% | +170.4% |
| All | +2,812.6% | +3,124.4% | -311.8% | +820.7% |
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