+202.9%
STT vs LII
+162.0%
+41.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -5.0% | -4.6% | -0.4% | -3.7% |
| 3M | -10.5% | -21.2% | +10.8% | -2.0% |
| 6M | +10.0% | -36.4% | +46.5% | +29.5% |
| YTD | +30.7% | -28.9% | +59.6% | +44.2% |
| 1Y | +43.8% | -29.5% | +73.3% | +58.9% |
| 3Y | +168.1% | -8.6% | +176.6% | +146.1% |
| 5Y | +101.4% | +20.2% | +81.2% | +54.0% |
| All | +202.9% | +162.0% | +41.0% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling