+643.2%
LYB vs STLD
+2,051.0%
-1,407.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -0.9% | +2.7% | -3.5% | -2.2% |
| 30D | +9.5% | -8.4% | +17.9% | +13.6% |
| 3M | +1.3% | -9.9% | +11.1% | +5.0% |
| 6M | -1.7% | +33.0% | -34.8% | -17.7% |
| YTD | +54.1% | +42.6% | +11.6% | +24.1% |
| 1Y | +25.7% | +80.8% | -55.1% | -11.0% |
| 3Y | -20.9% | +143.4% | -164.4% | -54.0% |
| 5Y | -1.5% | +293.4% | -294.9% | -58.9% |
| 10Y | +45.0% | +1,080.4% | -1,035.4% | -69.8% |
| All | +643.2% | +2,051.0% | -1,407.8% | -3.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling