+1,665.1%
LNT vs STLD
+8,684.3%
-7,019.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.1% | +3.1% | -3.2% | -0.5% |
| 30D | -3.2% | -9.0% | +5.8% | -2.2% |
| 3M | -4.1% | -12.4% | +8.3% | -2.8% |
| 6M | -4.6% | +25.5% | -30.1% | -7.6% |
| YTD | +7.0% | +43.6% | -36.6% | +1.8% |
| 1Y | +8.3% | +87.2% | -78.9% | -0.5% |
| 3Y | +51.0% | +135.2% | -84.2% | +33.0% |
| 5Y | +30.2% | +290.9% | -260.7% | +5.2% |
| 10Y | +143.6% | +1,113.5% | -969.9% | +61.8% |
| All | +1,665.1% | +8,684.3% | -7,019.1% | +755.2% |
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 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