-9.5%
LVS vs STLD
+761.4%
-770.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.9% |
| 7D | -0.8% | +2.9% | -3.8% | -2.0% |
| 30D | +10.0% | -5.6% | +15.5% | +11.8% |
| 3M | -11.0% | -11.7% | +0.7% | -7.8% |
| 6M | -20.1% | -2.8% | -17.4% | -21.2% |
| YTD | -36.3% | +36.4% | -72.8% | -45.7% |
| 1Y | -36.8% | +50.0% | -86.8% | -48.2% |
| 3Y | -9.5% | +122.3% | -131.9% | -39.2% |
| 5Y | +9.3% | +273.2% | -263.9% | -44.4% |
| All | -9.5% | +761.4% | -770.9% | -70.9% |
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