+6,083.6%
LNG vs STLD
+8,489.2%
-2,405.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +1.7% |
| 7D | -5.5% | -4.7% | -0.8% | -3.8% |
| 30D | +5.7% | -0.9% | +6.7% | +6.0% |
| 3M | +10.7% | -11.9% | +22.6% | +14.9% |
| 6M | +23.1% | +0.9% | +22.2% | +20.6% |
| YTD | +52.4% | +40.4% | +12.0% | +31.1% |
| 1Y | +40.0% | +56.6% | -16.5% | +15.6% |
| 3Y | +76.0% | +125.5% | -49.4% | +22.2% |
| 5Y | +194.7% | +292.8% | -98.1% | +58.1% |
| 10Y | +726.7% | +787.1% | -60.4% | +195.9% |
| All | +6,083.6% | +8,489.2% | -2,405.7% | +813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling