+1,236.1%
LSCC vs STLD
+868.9%
+367.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +6.9% |
| 7D | +13.0% | -11.1% | +24.1% | +19.3% |
| 30D | -19.8% | -4.8% | -15.0% | -17.8% |
| 3M | -18.4% | -14.6% | -3.8% | -12.4% |
| 6M | -16.1% | -7.4% | -8.7% | -13.9% |
| YTD | +42.7% | +32.6% | +10.2% | +24.1% |
| 1Y | +68.0% | +47.3% | +20.7% | +39.1% |
| 3Y | +85.8% | +107.5% | -21.7% | +32.7% |
| 5Y | +28.0% | +268.8% | -240.8% | -28.4% |
| All | +1,236.1% | +868.9% | +367.2% | +396.2% |
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