+21.7%
SPYG vs LII
-28.2%
+49.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -0.4% | -12.6% | +12.2% | +1.4% |
| 3M | +0.5% | -24.4% | +25.0% | +4.1% |
| 6M | +17.5% | -28.7% | +46.2% | +20.6% |
| YTD | +14.3% | -19.1% | +33.5% | +16.2% |
| 1Y | +21.7% | -29.7% | +51.4% | +25.0% |
| All | +21.7% | -28.2% | +49.9% | +25.0% |
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