+134.1%
LLY vs STLD
+104.7%
+29.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.6% | +3.8% | -2.9% |
| 7D | -0.7% | -12.5% | +11.8% | +0.7% |
| 30D | +17.9% | -6.8% | +24.7% | +18.7% |
| 3M | +16.8% | -16.4% | +33.2% | +18.9% |
| 6M | +38.4% | -6.1% | +44.6% | +38.6% |
| YTD | +27.6% | +32.0% | -4.4% | +22.5% |
| 1Y | +48.3% | +45.5% | +2.8% | +41.0% |
| All | +134.1% | +104.7% | +29.3% | +122.3% |
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 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