+68.0%
LSCC vs STLD
+45.5%
+22.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +6.9% |
| 7D | +13.0% | -11.1% | +24.1% | +20.5% |
| 30D | -19.8% | -4.8% | -15.0% | -17.3% |
| 3M | -18.4% | -14.6% | -3.8% | -11.1% |
| 6M | -16.1% | -7.4% | -8.7% | -14.5% |
| YTD | +42.7% | +32.6% | +10.2% | +15.2% |
| 1Y | +68.0% | +47.3% | +20.7% | +30.3% |
| All | +68.0% | +45.5% | +22.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling