+852.5%
STLD vs LII
+162.0%
+690.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.3% |
| 7D | -11.1% | -0.6% | -10.5% | -10.9% |
| 30D | -4.8% | -4.6% | -0.2% | -3.4% |
| 3M | -14.6% | -21.2% | +6.7% | -5.5% |
| 6M | -7.4% | -36.4% | +29.0% | +11.0% |
| YTD | +32.6% | -28.9% | +61.5% | +48.8% |
| 1Y | +47.3% | -29.5% | +76.9% | +65.7% |
| 3Y | +107.5% | -8.6% | +116.1% | +92.1% |
| 5Y | +268.8% | +20.2% | +248.6% | +183.9% |
| All | +852.5% | +162.0% | +690.6% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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