+37.8%
LYB vs STLD
+761.4%
-723.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +2.4% |
| 7D | +6.1% | +2.9% | +3.2% | +4.6% |
| 30D | +5.3% | -5.6% | +10.9% | +7.7% |
| 3M | +4.3% | -11.7% | +16.0% | +9.2% |
| 6M | -10.8% | -2.8% | -8.0% | -11.8% |
| YTD | +53.8% | +36.4% | +17.3% | +26.6% |
| 1Y | +50.5% | +50.0% | +0.5% | +18.3% |
| 3Y | -16.4% | +122.3% | -138.7% | -48.3% |
| 5Y | -4.8% | +273.2% | -278.0% | -58.6% |
| All | +37.8% | +761.4% | -723.6% | -63.5% |
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 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