+52.0%
STT vs LII
-26.0%
+78.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.7% |
| 7D | -0.1% | +7.9% | -8.0% | -1.2% |
| 30D | -1.7% | -0.6% | -1.1% | -1.8% |
| 3M | -6.4% | -19.3% | +13.0% | -3.2% |
| 6M | +17.7% | -29.8% | +47.5% | +23.9% |
| YTD | +36.9% | -25.4% | +62.3% | +39.2% |
| 1Y | +52.0% | -26.2% | +78.2% | +55.0% |
| All | +52.0% | -26.0% | +78.0% | +55.0% |
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