+3,667.8%
STRL vs LII
+162.0%
+3,505.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.6% |
| 7D | -26.9% | -0.6% | -26.3% | -27.1% |
| 30D | -52.7% | -4.6% | -48.1% | -52.4% |
| 3M | -52.8% | -21.2% | -31.6% | -47.0% |
| 6M | -71.5% | -36.4% | -35.0% | -64.2% |
| YTD | -17.4% | -28.9% | +11.5% | -3.2% |
| 1Y | -35.0% | -29.5% | -5.4% | -23.4% |
| 3Y | +239.2% | -8.6% | +247.8% | +239.1% |
| 5Y | +830.2% | +20.2% | +810.0% | +681.0% |
| All | +3,667.8% | +162.0% | +3,505.9% | +2,070.6% |
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 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