+2,053.0%
LLY vs STLD
+790.2%
+1,262.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +4.6% | +6.9% | -2.3% | +3.7% |
| 30D | +22.4% | -1.5% | +23.8% | +22.5% |
| 3M | +17.1% | -9.7% | +26.8% | +18.3% |
| 6M | +44.6% | +2.3% | +42.3% | +43.5% |
| YTD | +33.5% | +41.0% | -7.6% | +27.0% |
| 1Y | +41.1% | +51.8% | -10.7% | +33.1% |
| 3Y | +143.8% | +126.4% | +17.3% | +116.0% |
| 5Y | +473.4% | +285.7% | +187.6% | +362.5% |
| All | +2,053.0% | +790.2% | +1,262.8% | +1,438.1% |
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 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