+3,133.5%
LHX vs STLD
+8,684.3%
-5,550.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.0% | +3.1% | -5.1% | -2.7% |
| 30D | -9.9% | -9.0% | -1.0% | -8.3% |
| 3M | -16.5% | -12.4% | -4.1% | -14.3% |
| 6M | -29.6% | +25.5% | -55.1% | -33.6% |
| YTD | -11.6% | +43.6% | -55.2% | -19.3% |
| 1Y | -4.1% | +87.2% | -91.3% | -17.7% |
| 3Y | +53.3% | +135.2% | -82.0% | +21.7% |
| 5Y | +22.3% | +290.9% | -268.6% | -16.9% |
| 10Y | +231.9% | +1,113.5% | -881.6% | +60.6% |
| All | +3,133.5% | +8,684.3% | -5,550.8% | +695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling