+68.0%
LIN vs STLD
+268.5%
-200.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | +0.8% |
| 7D | +3.6% | -12.5% | +16.1% | +6.2% |
| 30D | +6.4% | -6.8% | +13.2% | +7.7% |
| 3M | +6.5% | -16.4% | +22.9% | +9.8% |
| 6M | +4.9% | -6.1% | +11.0% | +5.2% |
| YTD | +23.4% | +32.0% | -8.5% | +14.7% |
| 1Y | +26.3% | +45.5% | -19.2% | +14.8% |
| 3Y | +38.0% | +106.5% | -68.5% | +11.9% |
| 5Y | +68.0% | +267.2% | -199.2% | +10.8% |
| All | +68.0% | +268.5% | -200.5% | +10.8% |
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