+410.8%
SPYG vs LII
+167.7%
+243.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +1.2% | +2.1% | -0.9% | +0.4% |
| 30D | -1.6% | -12.4% | +10.9% | +3.0% |
| 3M | +3.4% | -24.8% | +28.2% | +12.4% |
| 6M | +18.9% | -25.2% | +44.1% | +28.7% |
| YTD | +13.8% | -20.3% | +34.0% | +19.5% |
| 1Y | +20.6% | -32.9% | +53.5% | +34.6% |
| 3Y | +100.5% | +2.0% | +98.5% | +82.7% |
| 5Y | +84.6% | +24.4% | +60.2% | +49.4% |
| 10Y | +410.8% | +167.2% | +243.6% | +215.5% |
| All | +410.8% | +167.7% | +243.1% | +215.5% |
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