+46.3%
LYB vs STLD
+1,131.4%
-1,085.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +2.5% | -8.9% | +11.4% | +6.3% |
| 3M | +1.4% | -14.0% | +15.4% | +7.4% |
| 6M | -3.5% | +30.8% | -34.3% | -17.8% |
| YTD | +52.0% | +42.3% | +9.7% | +23.6% |
| 1Y | +22.1% | +81.1% | -59.0% | -12.3% |
| 3Y | -22.8% | +149.2% | -172.0% | -54.6% |
| 5Y | -3.4% | +292.9% | -296.3% | -58.7% |
| All | +46.3% | +1,131.4% | -1,085.2% | -66.2% |
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 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