-3.3%
SPYG vs LII
-36.0%
+32.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -11.2% | -4.6% | -6.6% | -10.9% |
| 3M | -8.1% | -21.2% | +13.2% | -5.2% |
| 6M | -3.3% | -36.4% | +33.2% | +1.6% |
| All | -3.3% | -36.0% | +32.7% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling