+110.2%
LLY vs STLD
+135.5%
-25.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | +3.1% | -5.3% | -2.5% |
| 30D | -1.6% | -9.0% | +7.4% | -0.6% |
| 3M | +2.3% | -12.4% | +14.7% | +3.7% |
| 6M | +14.9% | +25.5% | -10.6% | +10.9% |
| YTD | +7.5% | +43.6% | -36.2% | +2.3% |
| 1Y | +55.7% | +87.2% | -31.5% | +43.9% |
| All | +110.2% | +135.5% | -25.3% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling