+1,883.6%
STX vs LII
+162.0%
+1,721.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -28.5% | -0.6% | -27.9% | -28.4% |
| 30D | -42.9% | -4.6% | -38.3% | -42.4% |
| 3M | -45.9% | -21.2% | -24.7% | -40.9% |
| 6M | -41.3% | -36.4% | -4.9% | -31.3% |
| YTD | +67.9% | -28.9% | +96.9% | +85.2% |
| 1Y | +66.5% | -29.5% | +96.0% | +84.4% |
| 3Y | +588.0% | -8.6% | +596.5% | +546.7% |
| 5Y | +449.1% | +20.2% | +428.9% | +336.6% |
| All | +1,883.6% | +162.0% | +1,721.7% | +900.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling