+91.0%
SPYG vs LII
-8.2%
+99.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.3% | +2.9% | -0.6% | +1.7% |
| 30D | -6.5% | +0.9% | -7.4% | -7.0% |
| 3M | -6.8% | -15.5% | +8.7% | -3.4% |
| 6M | -3.1% | -30.2% | +27.1% | +4.1% |
| YTD | +8.0% | -26.8% | +34.8% | +13.3% |
| 1Y | +10.2% | -25.3% | +35.5% | +14.8% |
| 3Y | +91.0% | -7.8% | +98.7% | +89.5% |
| All | +91.0% | -8.2% | +99.1% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling