+463.1%
STM vs LII
+172.8%
+290.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.9% |
| 30D | -8.4% | -1.7% | -6.7% | -8.2% |
| 3M | -15.8% | -18.3% | +2.5% | -6.7% |
| 6M | -22.8% | -32.3% | +9.5% | -6.6% |
| YTD | +79.4% | -27.1% | +106.5% | +106.0% |
| 1Y | +97.0% | -27.2% | +124.2% | +126.2% |
| 3Y | +14.2% | -8.9% | +23.1% | +11.5% |
| 5Y | -4.5% | +19.7% | -24.1% | -23.2% |
| 10Y | +463.1% | +168.9% | +294.2% | +209.7% |
| All | +463.1% | +172.8% | +290.3% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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