-24.4%
STRL vs LII
-28.3%
+4.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.2% | +12.8% | +14.0% |
| 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% | -40.5% |
| 6M | -65.6% | -32.5% | -33.1% | -58.1% |
| YTD | -5.1% | -27.4% | +22.3% | +9.4% |
| All | -24.4% | -28.3% | +4.0% | -11.8% |
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