+443.6%
STX vs LII
+19.9%
+423.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -28.5% | -0.6% | -27.9% | -28.4% |
| 30D | -42.9% | -4.6% | -38.3% | -42.4% |
| 3M | -45.9% | -21.2% | -24.7% | -41.4% |
| 6M | -41.3% | -36.4% | -4.9% | -32.2% |
| YTD | +67.9% | -28.9% | +96.9% | +83.2% |
| 1Y | +66.5% | -29.5% | +96.0% | +82.4% |
| 3Y | +588.0% | -8.6% | +596.5% | +535.6% |
| All | +443.6% | +19.9% | +423.7% | +308.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling