+1,351.6%
LSCC vs STLD
+761.4%
+590.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -3.9% |
| 7D | +7.0% | +2.9% | +4.1% | +5.6% |
| 30D | -2.3% | -5.6% | +3.2% | +0.7% |
| 3M | -12.5% | -11.7% | -0.8% | -7.3% |
| 6M | -10.6% | -2.8% | -7.8% | -10.3% |
| YTD | +52.7% | +36.4% | +16.2% | +30.9% |
| 1Y | +74.0% | +50.0% | +24.0% | +42.7% |
| 3Y | +104.8% | +122.3% | -17.5% | +41.5% |
| 5Y | +36.2% | +273.2% | -237.0% | -24.9% |
| All | +1,351.6% | +761.4% | +590.1% | +442.3% |
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