+73.2%
STX vs LII
-28.3%
+101.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +9.4% |
| 7D | -14.8% | -1.2% | -13.6% | -14.5% |
| 30D | -35.4% | -2.0% | -33.4% | -35.4% |
| 3M | -37.7% | -20.2% | -17.4% | -34.8% |
| 6M | -35.2% | -32.5% | -2.7% | -30.5% |
| YTD | +84.4% | -27.4% | +111.8% | +84.0% |
| All | +73.2% | -28.3% | +101.5% | +75.3% |
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 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