+2,043.2%
LLY vs STLD
+868.9%
+1,174.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -11.1% | +6.6% | -3.1% |
| 30D | +13.9% | -4.8% | +18.7% | +14.5% |
| 3M | +13.8% | -14.6% | +28.3% | +15.7% |
| 6M | +37.6% | -7.4% | +45.0% | +38.2% |
| YTD | +26.6% | +32.6% | -6.0% | +21.3% |
| 1Y | +45.3% | +47.3% | -2.0% | +37.4% |
| 3Y | +132.2% | +107.5% | +24.7% | +107.4% |
| 5Y | +434.7% | +268.8% | +165.8% | +330.9% |
| All | +2,043.2% | +868.9% | +1,174.3% | +1,186.3% |
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