+3,002.4%
SPGI vs LII
+2,790.7%
+211.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +19.3% | -4.6% | +23.9% | +20.7% |
| 3M | +15.5% | -21.7% | +37.1% | +24.3% |
| 6M | +18.3% | -32.8% | +51.1% | +31.6% |
| YTD | -3.8% | -27.5% | +23.7% | +3.1% |
| 1Y | +1.3% | -28.0% | +29.3% | +8.7% |
| 3Y | +33.6% | -7.2% | +40.8% | +28.2% |
| 5Y | +13.2% | +22.6% | -9.4% | -2.7% |
| 10Y | +346.3% | +171.5% | +174.8% | +193.7% |
| All | +3,002.4% | +2,790.7% | +211.7% | +912.4% |
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