+805.8%
STT vs LII
+3,124.4%
-2,318.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +3.9% | -12.6% | +16.5% | +9.7% |
| 3M | +20.0% | -24.4% | +44.4% | +32.4% |
| 6M | +55.3% | -28.7% | +84.0% | +74.4% |
| YTD | +53.3% | -19.1% | +72.5% | +62.1% |
| 1Y | +74.7% | -29.7% | +104.4% | +94.9% |
| 3Y | +205.8% | +4.8% | +201.1% | +176.0% |
| 5Y | +145.0% | +24.6% | +120.4% | +101.0% |
| 10Y | +266.0% | +169.2% | +96.8% | +108.7% |
| All | +805.8% | +3,124.4% | -2,318.5% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling