+33.6%
LMT vs STLD
+144.6%
-111.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -6.3% | +3.1% | -9.4% | -6.5% |
| 30D | -8.5% | -9.0% | +0.5% | -7.9% |
| 3M | +1.8% | -12.4% | +14.2% | +2.7% |
| 6M | -19.9% | +25.5% | -45.4% | -21.0% |
| YTD | +10.6% | +43.6% | -33.0% | +7.9% |
| 1Y | +17.9% | +87.2% | -69.2% | +13.0% |
| All | +33.6% | +144.6% | -111.0% | +27.7% |
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 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