+630.9%
LYB vs STLD
+2,066.6%
-1,435.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -0.2% | +3.1% | -3.4% | -1.8% |
| 30D | +8.7% | -9.0% | +17.7% | +13.1% |
| 3M | -3.0% | -12.4% | +9.3% | +2.0% |
| 6M | +4.7% | +25.5% | -20.8% | -9.7% |
| YTD | +51.6% | +43.6% | +8.0% | +21.6% |
| 1Y | +24.4% | +87.2% | -62.8% | -13.5% |
| 3Y | -23.5% | +135.2% | -158.7% | -54.6% |
| 5Y | -6.5% | +290.9% | -297.4% | -60.8% |
| 10Y | +40.5% | +1,113.5% | -1,073.0% | -71.2% |
| All | +630.9% | +2,066.6% | -1,435.8% | -5.6% |
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