-2.1%
LYB vs STLD
+290.3%
-292.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | +4.0% | -10.4% | +14.4% | +7.7% |
| 3M | +2.4% | -10.6% | +13.0% | +5.6% |
| 6M | -1.4% | +32.7% | -34.1% | -13.3% |
| YTD | +53.9% | +42.8% | +11.1% | +31.0% |
| 1Y | +26.1% | +86.9% | -60.9% | -3.9% |
| 3Y | -21.0% | +143.8% | -164.8% | -47.2% |
| All | -2.1% | +290.3% | -292.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling