+123.8%
STX vs LII
-26.0%
+149.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -8.6% |
| 7D | -20.2% | +7.9% | -28.1% | -21.2% |
| 30D | -37.2% | -0.6% | -36.6% | -37.4% |
| 3M | -34.1% | -19.3% | -14.7% | -31.2% |
| 6M | -24.5% | -29.8% | +5.4% | -19.9% |
| YTD | +102.9% | -25.4% | +128.3% | +103.0% |
| 1Y | +123.8% | -26.2% | +150.0% | +127.6% |
| All | +123.8% | -26.0% | +149.8% | +127.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling