+3,635.3%
STX vs LII
+168.6%
+3,466.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +5.9% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +1.4% | -12.6% | +14.0% | +7.0% |
| 3M | -8.2% | -24.4% | +16.2% | +0.8% |
| 6M | +127.0% | -28.7% | +155.7% | +155.3% |
| YTD | +209.1% | -19.1% | +228.3% | +226.1% |
| 1Y | +365.4% | -29.7% | +395.1% | +419.7% |
| 3Y | +1,135.4% | +4.8% | +1,130.6% | +1,001.7% |
| 5Y | +991.5% | +24.6% | +966.9% | +767.2% |
| All | +3,635.3% | +168.6% | +3,466.7% | +1,768.3% |
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