+20,730.1%
LRCX vs STLD
+8,008.3%
+12,721.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.8% | +8.1% |
| 7D | -16.2% | -11.1% | -5.0% | -12.0% |
| 30D | -39.2% | -4.8% | -34.4% | -37.7% |
| 3M | -34.4% | -14.6% | -19.8% | -30.4% |
| 6M | -32.4% | -7.4% | -25.0% | -30.7% |
| YTD | +17.4% | +32.6% | -15.1% | +5.1% |
| 1Y | +24.2% | +47.3% | -23.2% | +6.8% |
| 3Y | +221.6% | +107.5% | +114.0% | +141.7% |
| 5Y | +245.2% | +268.8% | -23.6% | +105.5% |
| 10Y | +2,310.5% | +883.3% | +1,427.2% | +845.6% |
| All | +20,730.1% | +8,008.3% | +12,721.8% | +2,316.0% |
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