+438.9%
LLY vs STLD
+268.5%
+170.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.6% | +3.8% | -3.0% |
| 7D | -0.7% | -12.5% | +11.8% | +0.6% |
| 30D | +17.9% | -6.8% | +24.7% | +18.7% |
| 3M | +16.8% | -16.4% | +33.2% | +18.7% |
| 6M | +38.4% | -6.1% | +44.6% | +38.7% |
| YTD | +27.6% | +32.0% | -4.4% | +23.2% |
| 1Y | +48.3% | +45.5% | +2.8% | +41.9% |
| 3Y | +145.4% | +106.5% | +38.9% | +124.7% |
| 5Y | +438.9% | +267.2% | +171.7% | +356.3% |
| All | +438.9% | +268.5% | +170.4% | +356.3% |
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 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