+165.4%
LII vs STLA
+18.3%
+147.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | -4.6% | -3.9% | -0.7% | -4.2% |
| 3M | -21.2% | -20.2% | -1.0% | -17.2% |
| 6M | -36.4% | -42.2% | +5.7% | -27.5% |
| YTD | -28.9% | -59.3% | +30.4% | -12.1% |
| 1Y | -29.5% | -56.1% | +26.5% | -15.0% |
| 3Y | -8.6% | -73.7% | +65.1% | +22.4% |
| 5Y | +20.2% | -70.3% | +90.5% | +51.3% |
| All | +165.4% | +18.3% | +147.0% | +175.2% |
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