+53.8%
LNT vs STLD
+274.1%
-220.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.9% |
| 30D | +9.6% | -5.6% | +15.2% | +9.9% |
| 3M | +5.4% | -11.7% | +17.1% | +6.0% |
| 6M | +3.1% | -2.8% | +5.9% | +3.0% |
| YTD | +16.5% | +36.4% | -20.0% | +13.5% |
| 1Y | +12.3% | +50.0% | -37.7% | +8.7% |
| 3Y | +70.3% | +122.3% | -52.0% | +57.6% |
| All | +53.8% | +274.1% | -220.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling