+3,866.3%
LRCX vs STLD
+1,092.9%
+2,773.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.5% | -2.8% | +12.4% | +11.0% |
| 30D | +3.1% | -10.4% | +13.5% | +8.3% |
| 3M | -3.4% | -10.6% | +7.2% | +0.7% |
| 6M | +49.7% | +32.7% | +17.0% | +29.4% |
| YTD | +84.9% | +42.8% | +42.1% | +53.5% |
| 1Y | +200.8% | +86.9% | +113.9% | +119.5% |
| 3Y | +385.1% | +143.8% | +241.2% | +207.0% |
| 5Y | +460.5% | +293.5% | +167.0% | +173.0% |
| 10Y | +3,866.3% | +1,122.7% | +2,743.6% | +1,103.2% |
| All | +3,866.3% | +1,092.9% | +2,773.4% | +1,103.2% |
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 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