+165.9%
LII vs STLA
-4.1%
+170.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | +2.9% | -13.8% | +16.7% | +7.0% |
| 30D | +0.9% | -10.5% | +11.5% | +3.1% |
| 3M | -15.5% | -28.9% | +13.3% | -8.5% |
| 6M | -30.2% | -49.7% | +19.5% | -17.3% |
| YTD | -26.8% | -64.9% | +38.1% | -5.7% |
| 1Y | -25.3% | -64.0% | +38.8% | -4.6% |
| 3Y | -7.8% | -77.4% | +69.7% | +29.2% |
| 5Y | +17.0% | -74.4% | +91.4% | +53.5% |
| All | +165.9% | -4.1% | +170.0% | +160.3% |
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