+3,387.4%
LHX vs STLD
+8,593.6%
-5,206.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +16.1% | -0.1% | +16.2% | +16.0% |
| 3M | -2.8% | -9.2% | +6.3% | -1.2% |
| 6M | -7.7% | +1.8% | -9.5% | -8.7% |
| YTD | -4.6% | +42.1% | -46.8% | -13.0% |
| 1Y | -6.8% | +58.5% | -65.3% | -17.0% |
| 3Y | +60.8% | +128.2% | -67.4% | +28.6% |
| 5Y | +39.5% | +288.2% | -248.7% | -4.9% |
| 10Y | +222.4% | +799.8% | -577.4% | +67.3% |
| All | +3,387.4% | +8,593.6% | -5,206.2% | +758.1% |
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