-74.7%
LULU vs STLD
+119.8%
-194.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +2.0% |
| 7D | -4.6% | +2.9% | -7.6% | -5.5% |
| 30D | +12.3% | -5.6% | +17.8% | +13.6% |
| 3M | -11.6% | -11.7% | +0.1% | -9.0% |
| 6M | -12.8% | -2.8% | -10.1% | -13.3% |
| YTD | -49.2% | +36.4% | -85.6% | -55.3% |
| 1Y | -37.7% | +50.0% | -87.7% | -47.1% |
| 3Y | -74.7% | +122.3% | -197.0% | -81.6% |
| All | -74.7% | +119.8% | -194.5% | -81.6% |
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