+25.5%
LSCC vs STLD
+255.4%
-229.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +6.9% |
| 7D | +13.0% | -11.1% | +24.1% | +21.1% |
| 30D | -19.8% | -4.8% | -15.0% | -17.3% |
| 3M | -18.4% | -14.6% | -3.8% | -10.8% |
| 6M | -16.1% | -7.4% | -8.7% | -13.6% |
| YTD | +42.7% | +32.6% | +10.2% | +18.0% |
| 1Y | +68.0% | +47.3% | +20.7% | +30.2% |
| 3Y | +85.8% | +107.5% | -21.7% | +17.6% |
| All | +25.5% | +255.4% | -229.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling