+340.6%
STRL vs LII
-8.2%
+348.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.7% |
| 7D | +15.7% | +2.9% | +12.7% | +13.9% |
| 30D | -35.5% | +0.9% | -36.4% | -37.2% |
| 3M | -47.1% | -15.5% | -31.6% | -42.5% |
| 6M | -65.8% | -30.2% | -35.6% | -58.8% |
| YTD | -4.5% | -26.8% | +22.3% | +11.1% |
| 1Y | -10.5% | -25.3% | +14.8% | +2.7% |
| 3Y | +340.6% | -7.8% | +348.4% | +305.4% |
| All | +340.6% | -8.2% | +348.8% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling