+1,544.7%
LYV vs STLD
+4,041.4%
-2,496.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.4% |
| 7D | +1.8% | +2.9% | -1.1% | +0.6% |
| 30D | +5.7% | -5.6% | +11.2% | +7.7% |
| 3M | -4.1% | -11.7% | +7.6% | -0.3% |
| 6M | +5.9% | -2.8% | +8.7% | +4.9% |
| YTD | +25.2% | +36.4% | -11.2% | +7.0% |
| 1Y | +30.4% | +50.0% | -19.6% | +7.1% |
| 3Y | +103.6% | +122.3% | -18.7% | +36.2% |
| 5Y | +58.9% | +273.2% | -214.3% | -20.4% |
| 10Y | +524.8% | +763.8% | -239.0% | +97.6% |
| All | +1,544.7% | +4,041.4% | -2,496.7% | +152.7% |
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