+50.0%
LULU vs STLD
+1,131.4%
-1,081.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -18.1% | -8.9% | -9.2% | -15.8% |
| 3M | -18.8% | -14.0% | -4.7% | -15.3% |
| 6M | -39.2% | +30.8% | -70.0% | -44.8% |
| YTD | -52.4% | +42.3% | -94.6% | -58.2% |
| 1Y | -40.3% | +81.1% | -121.4% | -51.7% |
| 3Y | -75.1% | +149.2% | -224.3% | -82.3% |
| 5Y | -76.7% | +292.9% | -369.7% | -86.2% |
| All | +50.0% | +1,131.4% | -1,081.5% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling