+74.7%
LNG vs STLD
+141.4%
-66.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.4% |
| 7D | -6.2% | +2.7% | -8.8% | -6.5% |
| 30D | +8.0% | -8.4% | +16.4% | +9.1% |
| 3M | +16.9% | -9.9% | +26.8% | +18.2% |
| 6M | +8.7% | +33.0% | -24.4% | +3.4% |
| YTD | +43.0% | +42.6% | +0.4% | +34.1% |
| 1Y | +19.4% | +80.8% | -61.3% | +6.5% |
| 3Y | +74.7% | +143.4% | -68.7% | +42.9% |
| All | +74.7% | +141.4% | -66.7% | +42.9% |
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