+19.5%
LII vs STLA
-71.4%
+90.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.6% |
| 7D | +0.4% | -4.9% | +5.3% | +1.8% |
| 30D | -2.4% | -4.9% | +2.5% | -1.7% |
| 3M | -17.5% | -23.7% | +6.2% | -11.7% |
| 6M | -32.8% | -45.0% | +12.1% | -21.2% |
| YTD | -27.7% | -60.9% | +33.2% | -7.4% |
| 1Y | -28.1% | -58.9% | +30.8% | -9.7% |
| 3Y | -9.7% | -74.4% | +64.8% | +26.4% |
| 5Y | +19.5% | -71.5% | +91.0% | +46.8% |
| All | +19.5% | -71.4% | +90.9% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling