+56.9%
LHX vs STLD
+119.8%
-62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | +4.8% | +2.9% | +1.9% | +4.4% |
| 30D | +14.7% | -5.6% | +20.2% | +15.4% |
| 3M | -5.1% | -11.7% | +6.6% | -3.8% |
| 6M | -9.9% | -2.8% | -7.1% | -9.7% |
| YTD | -6.1% | +36.4% | -42.5% | -10.3% |
| 1Y | -4.0% | +50.0% | -54.0% | -9.3% |
| 3Y | +56.9% | +122.3% | -65.4% | +39.4% |
| All | +56.9% | +119.8% | -62.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling