+513.6%
SPYG vs LII
+5,462.2%
-4,948.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -11.2% | -4.6% | -6.6% | -10.3% |
| 3M | -8.1% | -21.2% | +13.2% | -1.5% |
| 6M | -3.3% | -36.4% | +33.2% | +9.6% |
| YTD | +5.5% | -28.9% | +34.5% | +14.3% |
| 1Y | +7.0% | -29.5% | +36.5% | +16.0% |
| 3Y | +89.5% | -8.6% | +98.1% | +84.0% |
| 5Y | +63.3% | +20.2% | +43.1% | +42.3% |
| 10Y | +395.1% | +166.2% | +228.9% | +226.4% |
| All | +513.6% | +5,462.2% | -4,948.6% | +40.0% |
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 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