+671.1%
STLD vs LCID
-96.8%
+767.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -0.3% |
| 7D | -11.1% | +8.9% | -20.1% | -11.7% |
| 30D | -4.8% | -15.4% | +10.6% | -3.9% |
| 3M | -14.6% | -52.9% | +38.3% | -10.4% |
| 6M | -7.4% | -46.8% | +39.4% | -4.9% |
| YTD | +32.6% | -68.9% | +101.4% | +40.7% |
| 1Y | +47.3% | -81.7% | +129.0% | +61.8% |
| 3Y | +107.5% | -92.4% | +199.9% | +133.2% |
| 5Y | +268.8% | -99.2% | +368.0% | +345.6% |
| All | +671.1% | -96.8% | +767.9% | +803.7% |
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