+194.3%
LMT vs STLD
+790.2%
-595.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.8% | +6.9% | -2.0% | +3.8% |
| 30D | +19.9% | -1.5% | +21.3% | +20.1% |
| 3M | +0.2% | -9.7% | +9.9% | +1.5% |
| 6M | +17.4% | +2.3% | +15.1% | +16.5% |
| YTD | +27.2% | +41.0% | -13.9% | +19.2% |
| 1Y | +35.6% | +51.8% | -16.2% | +25.5% |
| 3Y | +47.1% | +126.4% | -79.3% | +24.5% |
| 5Y | +103.7% | +285.7% | -182.0% | +50.3% |
| All | +194.3% | +790.2% | -595.9% | +74.7% |
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 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