+1,471.0%
LYV vs STLD
+4,227.4%
-2,756.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -3.8% | +2.7% | -6.5% | -4.9% |
| 30D | -5.7% | -8.4% | +2.8% | -2.7% |
| 3M | +6.9% | -9.9% | +16.7% | +10.2% |
| 6M | +9.2% | +33.0% | -23.9% | -4.5% |
| YTD | +19.6% | +42.6% | -23.0% | +1.1% |
| 1Y | +0.6% | +80.8% | -80.1% | -23.6% |
| 3Y | +110.6% | +143.4% | -32.8% | +36.3% |
| 5Y | +96.6% | +293.4% | -196.8% | -3.8% |
| 10Y | +546.4% | +1,080.4% | -534.0% | +79.8% |
| All | +1,471.0% | +4,227.4% | -2,756.4% | +138.7% |
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 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