+549.4%
LYV vs STLD
+1,131.4%
-582.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -8.2% | -8.9% | +0.7% | -5.3% |
| 3M | -1.3% | -14.0% | +12.8% | +3.5% |
| 6M | +2.6% | +30.8% | -28.2% | -9.0% |
| YTD | +19.4% | +42.3% | -22.9% | +1.9% |
| 1Y | -2.2% | +81.1% | -83.3% | -24.8% |
| 3Y | +106.0% | +149.2% | -43.1% | +34.4% |
| 5Y | +97.7% | +292.9% | -195.3% | -2.8% |
| All | +549.4% | +1,131.4% | -582.0% | +80.8% |
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