+40.9%
LVS vs STLD
+3,822.9%
-3,782.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | +11.1% | -11.1% | +22.2% | +17.2% |
| 30D | +14.7% | -4.8% | +19.4% | +16.8% |
| 3M | -10.9% | -14.6% | +3.6% | -5.3% |
| 6M | -22.3% | -7.4% | -14.9% | -21.8% |
| YTD | -35.8% | +32.6% | -68.4% | -46.6% |
| 1Y | -33.5% | +47.3% | -80.8% | -47.6% |
| 3Y | -11.7% | +107.5% | -119.3% | -44.3% |
| 5Y | +2.6% | +268.8% | -266.2% | -55.1% |
| 10Y | -11.9% | +883.3% | -895.2% | -80.3% |
| All | +40.9% | +3,822.9% | -3,782.0% | -86.2% |
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 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