+670.5%
STT vs LII
+2,790.7%
-2,120.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.5% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -6.0% | -4.6% | -1.4% | -4.7% |
| 3M | -11.7% | -21.7% | +10.0% | -2.9% |
| 6M | +11.7% | -32.8% | +44.5% | +28.5% |
| YTD | +30.4% | -27.5% | +57.9% | +43.4% |
| 1Y | +43.9% | -28.0% | +71.9% | +58.5% |
| 3Y | +165.4% | -7.2% | +172.6% | +151.5% |
| 5Y | +101.0% | +22.6% | +78.4% | +64.7% |
| 10Y | +210.7% | +171.5% | +39.1% | +75.4% |
| All | +670.5% | +2,790.7% | -2,120.2% | +75.1% |
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