+769.0%
STLD vs LII
+166.1%
+602.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | -1.5% | -0.6% | -0.9% | -1.9% |
| 3M | -9.7% | -17.0% | +7.3% | -2.4% |
| 6M | +2.3% | -31.1% | +33.5% | +18.0% |
| YTD | +41.0% | -27.7% | +68.7% | +57.0% |
| 1Y | +51.8% | -26.2% | +78.0% | +67.0% |
| 3Y | +126.4% | -9.6% | +136.0% | +111.3% |
| 5Y | +285.7% | +15.7% | +270.0% | +204.3% |
| All | +769.0% | +166.1% | +602.9% | +364.9% |
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