+618.6%
LULU vs STLD
+1,650.0%
-1,031.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -16.8% |
| 7D | -16.7% | +3.1% | -19.9% | -17.6% |
| 30D | -18.5% | -9.0% | -9.6% | -15.7% |
| 3M | -19.5% | -12.4% | -7.1% | -15.9% |
| 6M | -41.9% | +25.5% | -67.4% | -47.5% |
| YTD | -51.6% | +43.6% | -95.2% | -58.8% |
| 1Y | -51.2% | +87.2% | -138.4% | -62.7% |
| 3Y | -75.1% | +135.2% | -210.3% | -83.1% |
| 5Y | -74.1% | +290.9% | -365.0% | -86.4% |
| 10Y | +46.7% | +1,113.5% | -1,066.7% | -57.6% |
| All | +618.6% | +1,650.0% | -1,031.4% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling