+786.1%
LSCC vs STLD
+7,971.8%
-7,185.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.6% | -1.0% | -5.7% |
| 7D | -4.8% | -12.5% | +7.7% | +0.2% |
| 30D | -27.1% | -6.8% | -20.3% | -24.9% |
| 3M | -23.6% | -16.4% | -7.2% | -18.2% |
| 6M | -19.8% | -6.1% | -13.7% | -18.4% |
| YTD | +33.2% | +32.0% | +1.3% | +19.1% |
| 1Y | +55.2% | +45.5% | +9.7% | +33.6% |
| 3Y | +70.1% | +106.5% | -36.4% | +28.7% |
| 5Y | +19.5% | +267.2% | -247.7% | -28.3% |
| 10Y | +1,164.9% | +878.9% | +286.0% | +380.3% |
| All | +786.1% | +7,971.8% | -7,185.6% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling