+687.2%
STLD vs LCID
-96.5%
+783.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +1.4% |
| 7D | -9.7% | +20.0% | -29.7% | -10.9% |
| 30D | -4.5% | -5.0% | +0.5% | -4.5% |
| 3M | -13.1% | -48.9% | +35.8% | -9.4% |
| 6M | -2.8% | -43.2% | +40.5% | -0.5% |
| YTD | +35.3% | -65.9% | +101.3% | +42.8% |
| 1Y | +51.4% | -79.2% | +130.5% | +64.8% |
| 3Y | +117.9% | -90.4% | +208.4% | +141.1% |
| 5Y | +272.6% | -99.2% | +371.8% | +348.1% |
| All | +687.2% | -96.5% | +783.7% | +816.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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