+21.2%
LSCC vs STLD
+135.5%
-114.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +3.0% |
| 7D | +1.3% | +3.1% | -1.8% | -0.8% |
| 30D | -9.7% | -9.0% | -0.7% | -4.3% |
| 3M | -23.7% | -12.4% | -11.3% | -17.9% |
| 6M | +26.5% | +25.5% | +1.0% | +5.2% |
| YTD | +57.5% | +43.6% | +13.9% | +19.4% |
| 1Y | +75.7% | +87.2% | -11.5% | +10.5% |
| All | +21.2% | +135.5% | -114.3% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling