+171.3%
LII vs STLA
+51.8%
+119.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | -12.6% | -1.2% | -11.4% | -12.5% |
| 3M | -24.4% | -24.8% | +0.3% | -18.9% |
| 6M | -28.7% | -25.6% | -3.1% | -23.6% |
| YTD | -19.1% | -48.9% | +29.8% | -5.3% |
| 1Y | -29.7% | -38.8% | +9.1% | -22.5% |
| 3Y | +4.8% | -64.5% | +69.3% | +30.1% |
| 5Y | +24.6% | -62.4% | +87.0% | +48.1% |
| All | +171.3% | +51.8% | +119.5% | +153.6% |
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