+22.4%
LHX vs STLD
+291.8%
-269.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.5% | +2.7% | -5.2% | -2.9% |
| 30D | -10.4% | -8.4% | -1.9% | -9.4% |
| 3M | -14.9% | -9.9% | -5.1% | -13.9% |
| 6M | -29.6% | +33.0% | -62.7% | -32.6% |
| YTD | -11.8% | +42.6% | -54.4% | -16.5% |
| 1Y | -5.1% | +80.8% | -85.8% | -13.2% |
| 3Y | +61.3% | +143.4% | -82.1% | +38.9% |
| 5Y | +22.4% | +293.4% | -271.0% | -4.8% |
| All | +22.4% | +291.8% | -269.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling