+24,334.0%
STRL vs LII
+2,790.7%
+21,543.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.8% | -11.0% | -12.8% |
| 7D | -34.6% | +0.2% | -34.8% | -34.9% |
| 30D | -56.7% | -4.6% | -52.0% | -56.4% |
| 3M | -54.4% | -21.7% | -32.8% | -50.8% |
| 6M | -69.7% | -32.8% | -36.9% | -65.6% |
| YTD | -20.2% | -27.5% | +7.3% | -11.8% |
| 1Y | -40.6% | -28.0% | -12.6% | -34.2% |
| 3Y | +221.7% | -7.2% | +228.9% | +227.1% |
| 5Y | +799.0% | +22.6% | +776.4% | +725.2% |
| 10Y | +3,451.5% | +171.5% | +3,279.9% | +2,444.1% |
| All | +24,334.0% | +2,790.7% | +21,543.3% | +9,783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling