+473.4%
LLY vs STLD
+288.2%
+185.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +4.6% | +6.9% | -2.3% | +3.9% |
| 30D | +22.4% | -1.5% | +23.8% | +22.5% |
| 3M | +17.1% | -9.7% | +26.8% | +18.1% |
| 6M | +44.6% | +2.3% | +42.3% | +43.6% |
| YTD | +33.5% | +41.0% | -7.6% | +27.9% |
| 1Y | +41.1% | +51.8% | -10.7% | +34.2% |
| 3Y | +143.8% | +126.4% | +17.3% | +120.8% |
| 5Y | +473.4% | +285.7% | +187.6% | +379.7% |
| All | +473.4% | +288.2% | +185.1% | +379.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling