+173.2%
LNT vs STLD
+779.4%
-606.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +0.6% | -9.7% | +10.3% | +1.4% |
| 30D | +12.4% | -4.5% | +16.9% | +12.8% |
| 3M | +6.7% | -13.1% | +19.8% | +7.8% |
| 6M | +3.9% | -2.8% | +6.7% | +3.8% |
| YTD | +16.5% | +35.3% | -18.8% | +12.8% |
| 1Y | +12.5% | +51.4% | -38.9% | +7.7% |
| 3Y | +66.9% | +117.9% | -51.1% | +52.5% |
| 5Y | +56.1% | +272.6% | -216.5% | +32.5% |
| 10Y | +173.2% | +782.2% | -609.0% | +104.5% |
| All | +173.2% | +779.4% | -606.2% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling