-25.9%
STRL vs LII
-26.0%
+0.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.1% | -22.9% |
| 7D | -27.1% | +7.9% | -35.0% | -29.9% |
| 30D | -45.8% | -0.6% | -45.2% | -46.5% |
| 3M | -47.6% | -19.3% | -28.3% | -41.6% |
| 6M | -46.4% | -29.8% | -16.6% | -35.7% |
| YTD | -7.4% | -25.4% | +18.0% | +5.8% |
| 1Y | -25.9% | -26.2% | +0.3% | -14.4% |
| All | -25.9% | -26.0% | +0.2% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling