-14.0%
LVS vs STLD
+779.4%
-793.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -2.1% |
| 7D | +5.2% | -9.7% | +14.8% | +9.0% |
| 30D | +12.0% | -4.5% | +16.5% | +13.5% |
| 3M | -11.5% | -13.1% | +1.6% | -7.7% |
| 6M | -23.2% | -2.8% | -20.5% | -24.2% |
| YTD | -36.7% | +35.3% | -72.0% | -45.7% |
| 1Y | -36.8% | +51.4% | -88.2% | -48.3% |
| 3Y | -10.5% | +117.9% | -128.5% | -39.3% |
| 5Y | +5.1% | +272.6% | -267.5% | -46.4% |
| 10Y | -14.0% | +782.2% | -796.1% | -74.2% |
| All | -14.0% | +779.4% | -793.3% | -74.2% |
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