+61.1%
LHX vs STLD
+144.6%
-83.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -2.0% | +3.1% | -5.1% | -2.4% |
| 30D | -9.9% | -9.0% | -1.0% | -8.9% |
| 3M | -16.5% | -12.4% | -4.1% | -15.2% |
| 6M | -29.6% | +25.5% | -55.1% | -31.8% |
| YTD | -11.6% | +43.6% | -55.2% | -15.9% |
| 1Y | -4.1% | +87.2% | -91.3% | -11.8% |
| All | +61.1% | +144.6% | -83.5% | +43.3% |
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