+99.4%
STT vs LII
+19.9%
+79.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -5.0% | -4.6% | -0.4% | -3.9% |
| 3M | -10.5% | -21.2% | +10.8% | -3.3% |
| 6M | +10.0% | -36.4% | +46.5% | +26.5% |
| YTD | +30.7% | -28.9% | +59.6% | +41.9% |
| 1Y | +43.8% | -29.5% | +73.3% | +56.5% |
| 3Y | +168.1% | -8.6% | +176.6% | +141.7% |
| All | +99.4% | +19.9% | +79.5% | +38.6% |
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 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