+504.0%
STRL vs LII
+5.3%
+498.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -9.2% | -12.6% | +3.4% | -1.2% |
| 3M | -51.0% | -24.4% | -26.6% | -42.7% |
| 6M | +15.8% | -28.7% | +44.5% | +41.3% |
| YTD | +58.9% | -19.1% | +78.0% | +77.5% |
| 1Y | +68.5% | -29.7% | +98.2% | +106.0% |
| All | +504.0% | +5.3% | +498.7% | +440.6% |
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 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