+168.6%
LII vs STLA
+21.0%
+147.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.2% | -6.4% | +5.2% | +0.5% |
| 30D | -2.0% | -1.3% | -0.6% | -2.3% |
| 3M | -20.2% | -19.9% | -0.3% | -16.2% |
| 6M | -32.5% | -42.9% | +10.4% | -22.8% |
| YTD | -27.4% | -59.4% | +32.0% | -10.2% |
| 1Y | -28.2% | -56.8% | +28.7% | -12.9% |
| 3Y | -7.2% | -73.1% | +65.8% | +23.4% |
| 5Y | +19.9% | -70.1% | +90.0% | +50.7% |
| 10Y | +168.6% | +19.8% | +148.9% | +178.4% |
| All | +168.6% | +21.0% | +147.6% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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