+154.5%
STT vs LII
+25.3%
+129.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +3.9% | -12.6% | +16.5% | +8.8% |
| 3M | +20.0% | -24.4% | +44.4% | +30.5% |
| 6M | +55.3% | -28.7% | +84.0% | +71.8% |
| YTD | +53.3% | -19.1% | +72.5% | +60.1% |
| 1Y | +74.7% | -29.7% | +104.4% | +92.2% |
| 3Y | +205.8% | +4.8% | +201.1% | +163.3% |
| All | +154.5% | +25.3% | +129.2% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling