+1,972.8%
STX vs LII
+169.1%
+1,803.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | +14.6% | +2.9% | +11.7% | +13.3% |
| 30D | -26.0% | +0.9% | -26.9% | -26.9% |
| 3M | -42.6% | -15.5% | -27.1% | -39.0% |
| 6M | -35.3% | -30.2% | -5.1% | -27.4% |
| YTD | +92.5% | -26.8% | +119.3% | +110.0% |
| 1Y | +102.4% | -25.3% | +127.7% | +118.7% |
| 3Y | +673.8% | -7.8% | +681.6% | +626.7% |
| 5Y | +463.1% | +17.0% | +446.1% | +354.7% |
| All | +1,972.8% | +169.1% | +1,803.7% | +910.1% |
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 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