-74.9%
LULU vs STLD
+140.5%
-215.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -16.9% | -2.8% | -14.1% | -16.2% |
| 30D | -22.0% | -10.4% | -11.6% | -19.6% |
| 3M | -17.8% | -10.6% | -7.2% | -15.5% |
| 6M | -41.3% | +32.7% | -74.0% | -46.8% |
| YTD | -52.0% | +42.8% | -94.8% | -57.9% |
| 1Y | -39.8% | +86.9% | -126.8% | -51.8% |
| All | -74.9% | +140.5% | -215.4% | -81.3% |
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