+3,988.2%
STRL vs LII
+170.7%
+3,817.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +13.7% |
| 7D | -13.3% | -1.2% | -12.2% | -13.1% |
| 30D | -43.3% | -2.0% | -41.4% | -43.8% |
| 3M | -46.9% | -20.2% | -26.6% | -40.6% |
| 6M | -65.6% | -32.5% | -33.1% | -58.3% |
| YTD | -5.1% | -27.4% | +22.3% | +10.1% |
| 1Y | -23.1% | -28.2% | +5.1% | -10.3% |
| 3Y | +346.8% | -7.2% | +354.1% | +344.2% |
| 5Y | +907.2% | +19.9% | +887.3% | +747.6% |
| 10Y | +3,988.2% | +168.6% | +3,819.6% | +2,110.1% |
| All | +3,988.2% | +170.7% | +3,817.5% | +2,110.1% |
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