+276.6%
STM vs LII
+3,124.4%
-2,847.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.3% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | -1.0% | -12.6% | +11.6% | +5.2% |
| 3M | -33.3% | -24.4% | -8.8% | -25.2% |
| 6M | +57.4% | -28.7% | +86.1% | +81.2% |
| YTD | +102.2% | -19.1% | +121.3% | +118.9% |
| 1Y | +99.6% | -29.7% | +129.3% | +129.8% |
| 3Y | +14.5% | +4.8% | +9.7% | +7.9% |
| 5Y | +21.4% | +24.6% | -3.2% | +4.1% |
| 10Y | +695.0% | +169.2% | +525.8% | +375.0% |
| All | +276.6% | +3,124.4% | -2,847.8% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling