+19.8%
LMT vs STLD
+80.8%
-61.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -8.2% | -8.4% | +0.2% | -7.6% |
| 3M | +3.7% | -9.9% | +13.6% | +4.6% |
| 6M | -19.2% | +33.0% | -52.2% | -19.2% |
| YTD | +12.9% | +42.6% | -29.7% | +11.9% |
| 1Y | +19.8% | +80.8% | -61.0% | +19.4% |
| All | +19.8% | +80.8% | -61.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling