+162.3%
LNT vs STLD
+868.9%
-706.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.4% | -11.1% | +12.5% | +2.3% |
| 30D | +12.3% | -4.8% | +17.1% | +12.6% |
| 3M | +5.3% | -14.6% | +19.9% | +6.5% |
| 6M | +2.0% | -7.4% | +9.4% | +2.3% |
| YTD | +15.3% | +32.6% | -17.3% | +11.9% |
| 1Y | +12.3% | +47.3% | -35.0% | +8.0% |
| 3Y | +59.1% | +107.5% | -48.5% | +46.6% |
| 5Y | +51.7% | +268.8% | -217.1% | +29.8% |
| All | +162.3% | +868.9% | -706.6% | +116.5% |
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