-12.8%
LULU vs STLD
-1.3%
-11.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.5% |
| 7D | -4.6% | +2.9% | -7.6% | -5.0% |
| 30D | +12.3% | -5.6% | +17.8% | +12.8% |
| 3M | -11.6% | -11.7% | +0.1% | -10.9% |
| 6M | -12.8% | -2.8% | -10.1% | -16.3% |
| All | -12.8% | -1.3% | -11.5% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling