+188.5%
STM vs LII
+2,790.7%
-2,602.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -11.1% |
| 7D | -20.1% | +0.2% | -20.3% | -20.2% |
| 30D | -32.0% | -4.6% | -27.4% | -30.9% |
| 3M | -24.2% | -21.7% | -2.5% | -15.8% |
| 6M | -29.9% | -32.8% | +2.9% | -17.5% |
| YTD | +54.9% | -27.5% | +82.4% | +75.2% |
| 1Y | +68.0% | -28.0% | +96.0% | +90.5% |
| 3Y | -0.1% | -7.2% | +7.1% | -0.9% |
| 5Y | -17.9% | +22.6% | -40.5% | -29.3% |
| 10Y | +392.2% | +171.5% | +220.7% | +192.2% |
| All | +188.5% | +2,790.7% | -2,602.1% | -47.2% |
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