+2,049.9%
LLY vs STLD
+802.0%
+1,247.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +1.4% | -0.5% | +1.8% | +1.4% |
| 30D | +21.5% | -0.1% | +21.6% | +21.5% |
| 3M | +18.5% | -9.2% | +27.6% | +19.5% |
| 6M | +49.1% | +1.8% | +47.4% | +48.0% |
| YTD | +34.4% | +42.1% | -7.7% | +27.8% |
| 1Y | +46.3% | +58.5% | -12.2% | +37.3% |
| 3Y | +145.5% | +128.2% | +17.3% | +117.3% |
| 5Y | +472.7% | +288.2% | +184.4% | +361.8% |
| 10Y | +2,049.9% | +799.8% | +1,250.1% | +1,431.9% |
| All | +2,049.9% | +802.0% | +1,247.9% | +1,431.9% |
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