+69.4%
LIN vs STLD
+303.7%
-234.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.2% |
| 7D | +3.3% | -3.9% | +7.2% | +4.0% |
| 30D | +8.8% | -0.4% | +9.2% | +8.8% |
| 3M | +8.6% | -9.2% | +17.8% | +10.3% |
| 6M | +7.0% | +5.0% | +2.0% | +5.1% |
| YTD | +24.3% | +42.8% | -18.5% | +13.8% |
| 1Y | +27.3% | +60.1% | -32.8% | +13.5% |
| 3Y | +38.9% | +123.5% | -84.5% | +11.0% |
| 5Y | +69.4% | +302.0% | -232.7% | +9.8% |
| All | +69.4% | +303.7% | -234.3% | +9.8% |
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