+68.5%
STRL vs LII
-28.2%
+96.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -9.2% | -12.6% | +3.4% | -1.8% |
| 3M | -51.0% | -24.4% | -26.6% | -43.2% |
| 6M | +15.8% | -28.7% | +44.5% | +36.5% |
| YTD | +58.9% | -19.1% | +78.0% | +76.5% |
| 1Y | +68.5% | -29.7% | +98.2% | +107.6% |
| All | +68.5% | -28.2% | +96.7% | +107.6% |
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