+52.7%
LNT vs STLD
+135.5%
-82.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.1% | +3.1% | -3.2% | -0.2% |
| 30D | -3.2% | -9.0% | +5.8% | -2.9% |
| 3M | -4.1% | -12.4% | +8.3% | -3.8% |
| 6M | -4.6% | +25.5% | -30.1% | -5.4% |
| YTD | +7.0% | +43.6% | -36.6% | +5.5% |
| 1Y | +8.3% | +87.2% | -78.9% | +5.7% |
| All | +52.7% | +135.5% | -82.8% | +43.1% |
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