+197.6%
STT vs LII
+166.2%
+31.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -1.9% | -2.4% | +0.5% | -1.5% |
| 3M | -7.6% | -17.5% | +9.9% | -0.7% |
| 6M | +16.0% | -32.8% | +48.8% | +33.3% |
| YTD | +36.2% | -27.7% | +63.9% | +49.2% |
| 1Y | +46.8% | -28.1% | +74.9% | +60.9% |
| 3Y | +177.8% | -9.7% | +187.5% | +157.2% |
| 5Y | +105.8% | +19.5% | +86.3% | +58.1% |
| 10Y | +197.6% | +170.6% | +27.0% | +67.2% |
| All | +197.6% | +166.2% | +31.3% | +67.2% |
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