-20.8%
STRL vs LII
-28.0%
+7.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +23.4% | -0.2% | +23.6% | +23.6% |
| 30D | -39.5% | -0.6% | -38.9% | -40.5% |
| 3M | -45.1% | -17.0% | -28.1% | -40.0% |
| 6M | -64.6% | -31.1% | -33.4% | -57.6% |
| YTD | -1.5% | -27.7% | +26.1% | +13.5% |
| 1Y | -20.8% | -26.2% | +5.4% | -8.4% |
| All | -20.8% | -28.0% | +7.2% | -8.4% |
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