By looking at this map we can see that most states hover around average, with the super conservative south being well below. There are progressive states doing poorly too, to be fair. Thing is, this doesn't tell the whole story; not by a long shot.
So many factors come into play that are unique to each state that don't typically get rolled into these studies. For example, conservatives in Arizona point to us being in the bottom five in public education in the country. What they always fail to mention is that we're also dead last in public education spending. I'm not saying liberal or conservative policies are better, just pointing out the ridiculous nature of this exercise.