+232.3%
LHX vs STLD
+1,092.9%
-860.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | -13.2% | -10.4% | -2.8% | -11.5% |
| 3M | -18.4% | -10.6% | -7.8% | -16.9% |
| 6M | -32.0% | +32.7% | -64.6% | -35.8% |
| YTD | -13.6% | +42.8% | -56.5% | -19.8% |
| 1Y | -6.0% | +86.9% | -92.9% | -17.2% |
| 3Y | +57.9% | +143.8% | -85.9% | +29.3% |
| 5Y | +19.2% | +293.5% | -274.3% | -14.8% |
| 10Y | +232.3% | +1,122.7% | -890.4% | +67.2% |
| All | +232.3% | +1,092.9% | -860.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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