+203.1%
STT vs LII
+172.8%
+30.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.4% | -2.3% | +2.7% | +1.4% |
| 30D | -0.4% | -1.7% | +1.2% | -0.3% |
| 3M | -6.5% | -18.3% | +11.8% | +0.9% |
| 6M | +17.2% | -32.3% | +49.5% | +34.2% |
| YTD | +38.2% | -27.1% | +65.3% | +50.9% |
| 1Y | +49.3% | -27.2% | +76.5% | +62.8% |
| 3Y | +181.9% | -8.9% | +190.9% | +160.1% |
| 5Y | +106.9% | +19.7% | +87.3% | +59.0% |
| 10Y | +203.1% | +168.9% | +34.2% | +69.4% |
| All | +203.1% | +172.8% | +30.3% | +69.4% |
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