+1,751.4%
LSCC vs STLD
+1,105.0%
+646.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.7% |
| 7D | +1.3% | +3.1% | -1.8% | -0.2% |
| 30D | -9.7% | -9.0% | -0.7% | -5.9% |
| 3M | -23.7% | -12.4% | -11.3% | -19.8% |
| 6M | +26.5% | +25.5% | +1.0% | +12.7% |
| YTD | +57.5% | +43.6% | +13.9% | +32.0% |
| 1Y | +75.7% | +87.2% | -11.5% | +30.3% |
| 3Y | +19.5% | +135.2% | -115.8% | -19.6% |
| 5Y | +83.8% | +290.9% | -207.1% | -0.7% |
| All | +1,751.4% | +1,105.0% | +646.4% | +512.6% |
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