+186.8%
LQD vs STLD
+8,726.3%
-8,539.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.5% | -0.8% |
| 7D | +0.2% | -4.7% | +4.8% | +0.2% |
| 30D | +1.4% | -0.9% | +2.4% | +1.4% |
| 3M | -1.1% | -11.9% | +10.8% | -1.0% |
| 6M | -2.9% | +0.9% | -3.8% | -3.0% |
| YTD | -2.3% | +40.4% | -42.8% | -2.9% |
| 1Y | -2.1% | +56.6% | -58.7% | -2.8% |
| 3Y | +15.9% | +125.5% | -109.5% | +14.3% |
| 5Y | -4.9% | +292.8% | -297.7% | -7.1% |
| 10Y | +24.8% | +787.1% | -762.2% | +20.0% |
| All | +186.8% | +8,726.3% | -8,539.5% | +174.7% |
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