+588.0%
STX vs LII
-8.7%
+596.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -28.5% | -0.6% | -27.9% | -28.4% |
| 30D | -42.9% | -4.6% | -38.3% | -42.5% |
| 3M | -45.9% | -21.2% | -24.7% | -42.3% |
| 6M | -41.3% | -36.4% | -4.9% | -33.8% |
| YTD | +67.9% | -28.9% | +96.9% | +79.5% |
| 1Y | +66.5% | -29.5% | +96.0% | +78.8% |
| 3Y | +588.0% | -8.6% | +596.5% | +574.4% |
| All | +588.0% | -8.7% | +596.7% | +574.4% |
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