+1.4%
LVS vs STLD
+1,072.4%
-1,070.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | +2.7% | -2.3% | -0.7% |
| 30D | -3.9% | -8.4% | +4.5% | -1.1% |
| 3M | -12.9% | -9.9% | -3.0% | -10.4% |
| 6M | -16.9% | +33.0% | -50.0% | -27.1% |
| YTD | -31.2% | +42.6% | -73.8% | -41.7% |
| 1Y | -16.4% | +80.8% | -97.2% | -35.9% |
| 3Y | -4.4% | +143.4% | -147.9% | -37.3% |
| 5Y | +6.7% | +293.4% | -286.7% | -45.9% |
| 10Y | +1.4% | +1,080.4% | -1,079.0% | -66.1% |
| All | +1.4% | +1,072.4% | -1,070.9% | -66.1% |
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