+52.3%
LVS vs STLD
+4,149.9%
-4,097.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -1.5% | +3.1% | -4.6% | -3.0% |
| 30D | -3.2% | -9.0% | +5.8% | +0.7% |
| 3M | -12.0% | -12.4% | +0.4% | -7.7% |
| 6M | -19.9% | +25.5% | -45.4% | -30.3% |
| YTD | -30.6% | +43.6% | -74.3% | -44.0% |
| 1Y | -17.7% | +87.2% | -104.9% | -42.4% |
| 3Y | -14.2% | +135.2% | -149.5% | -48.9% |
| 5Y | +9.6% | +290.9% | -281.2% | -53.3% |
| 10Y | +5.7% | +1,113.5% | -1,107.8% | -78.7% |
| All | +52.3% | +4,149.9% | -4,097.7% | -85.5% |
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