-15.7%
STM vs LII
+19.9%
-35.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.5% |
| 7D | -10.7% | -0.6% | -10.1% | -10.5% |
| 30D | -25.7% | -4.6% | -21.1% | -24.5% |
| 3M | -21.6% | -21.2% | -0.3% | -11.3% |
| 6M | -27.8% | -36.4% | +8.6% | -9.5% |
| YTD | +61.8% | -28.9% | +90.7% | +87.9% |
| 1Y | +78.1% | -29.5% | +107.6% | +107.6% |
| 3Y | +4.9% | -8.6% | +13.5% | -0.1% |
| All | -15.7% | +19.9% | -35.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling