-51.2%
LULU vs STLD
+89.3%
-140.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -17.0% |
| 7D | -16.7% | +3.1% | -19.9% | -17.2% |
| 30D | -18.5% | -9.0% | -9.6% | -17.2% |
| 3M | -19.5% | -12.4% | -7.1% | -17.1% |
| 6M | -41.9% | +25.5% | -67.4% | -45.4% |
| YTD | -51.6% | +43.6% | -95.2% | -56.3% |
| 1Y | -51.2% | +87.2% | -138.4% | -57.5% |
| All | -51.2% | +89.3% | -140.4% | -57.5% |
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