+646.2%
STX vs LII
-8.9%
+655.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +9.2% |
| 7D | -14.8% | -1.2% | -13.6% | -14.4% |
| 30D | -35.4% | -2.0% | -33.4% | -35.4% |
| 3M | -37.7% | -20.2% | -17.4% | -33.6% |
| 6M | -35.2% | -32.5% | -2.7% | -28.5% |
| YTD | +84.4% | -27.4% | +111.8% | +96.0% |
| 1Y | +82.3% | -28.2% | +110.4% | +94.8% |
| 3Y | +646.2% | -7.2% | +653.5% | +623.5% |
| All | +646.2% | -8.9% | +655.2% | +623.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling