+7,161.0%
STRL vs LII
+168.6%
+6,992.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -43.3% |
| 6M | +15.8% | -28.7% | +44.5% | +39.7% |
| YTD | +58.9% | -19.1% | +78.0% | +76.8% |
| 1Y | +68.5% | -29.7% | +98.2% | +102.9% |
| 3Y | +485.2% | +4.8% | +480.4% | +451.9% |
| 5Y | +2,005.1% | +24.6% | +1,980.5% | +1,660.1% |
| All | +7,161.0% | +168.6% | +6,992.5% | +3,869.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling