+3,877.5%
STRL vs LII
+166.2%
+3,711.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -19.8% | +0.4% | -20.2% | -20.2% |
| 30D | -43.6% | -2.4% | -41.2% | -43.9% |
| 3M | -45.2% | -17.5% | -27.7% | -40.0% |
| 6M | -65.7% | -32.8% | -32.9% | -58.3% |
| YTD | -5.4% | -27.7% | +22.2% | +10.0% |
| 1Y | -24.7% | -28.1% | +3.4% | -12.2% |
| 3Y | +335.0% | -9.7% | +344.7% | +338.9% |
| 5Y | +915.3% | +19.5% | +895.8% | +755.8% |
| 10Y | +3,877.5% | +170.6% | +3,706.9% | +2,001.5% |
| All | +3,877.5% | +166.2% | +3,711.2% | +2,001.5% |
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