+5.0%
LVS vs STLD
+274.1%
-269.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.7% |
| 7D | -0.8% | +2.9% | -3.8% | -1.8% |
| 30D | +10.0% | -5.6% | +15.5% | +11.5% |
| 3M | -11.0% | -11.7% | +0.7% | -8.4% |
| 6M | -20.1% | -2.8% | -17.4% | -21.0% |
| YTD | -36.3% | +36.4% | -72.8% | -44.4% |
| 1Y | -36.8% | +50.0% | -86.8% | -46.8% |
| 3Y | -9.5% | +122.3% | -131.9% | -35.9% |
| All | +5.0% | +274.1% | -269.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling