-20.3%
STRL vs LII
-27.8%
+7.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +7.1% | -2.3% | +9.4% | +8.4% |
| 30D | -39.4% | -1.7% | -37.7% | -39.9% |
| 3M | -43.0% | -18.3% | -24.7% | -37.0% |
| 6M | -65.0% | -32.3% | -32.7% | -57.4% |
| YTD | -0.8% | -27.1% | +26.3% | +14.2% |
| 1Y | -20.3% | -27.2% | +6.9% | -7.3% |
| All | -20.3% | -27.8% | +7.5% | -7.3% |
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