+412.1%
LIN vs STLD
+804.7%
-392.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.7% |
| 7D | +2.0% | -4.7% | +6.7% | +3.1% |
| 30D | +7.9% | -0.9% | +8.8% | +7.9% |
| 3M | +6.3% | -11.9% | +18.2% | +9.2% |
| 6M | +6.5% | +0.9% | +5.6% | +5.0% |
| YTD | +23.6% | +40.4% | -16.9% | +10.8% |
| 1Y | +25.7% | +56.6% | -30.8% | +9.3% |
| 3Y | +35.6% | +125.5% | -89.9% | +2.8% |
| 5Y | +65.9% | +292.8% | -227.0% | +1.8% |
| 10Y | +412.1% | +787.1% | -375.0% | +135.0% |
| All | +412.1% | +804.7% | -392.6% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling