+89.7%
LMT vs STLD
+255.4%
-165.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -11.0% | -11.1% | +0.2% | -9.9% |
| 30D | +13.6% | -4.8% | +18.4% | +14.1% |
| 3M | -2.1% | -14.6% | +12.4% | -0.7% |
| 6M | +11.7% | -7.4% | +19.1% | +12.3% |
| YTD | +19.4% | +32.6% | -13.2% | +15.5% |
| 1Y | +24.1% | +47.3% | -23.3% | +18.7% |
| 3Y | +36.2% | +107.5% | -71.4% | +23.7% |
| All | +89.7% | +255.4% | -165.7% | +57.4% |
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 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