+740.9%
STLD vs LII
+169.1%
+571.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.8% |
| 7D | +2.9% | +2.9% | 0.0% | +1.5% |
| 30D | -5.6% | +0.9% | -6.5% | -6.6% |
| 3M | -11.7% | -15.5% | +3.8% | -5.4% |
| 6M | -2.8% | -30.2% | +27.4% | +11.4% |
| YTD | +36.4% | -26.8% | +63.3% | +51.1% |
| 1Y | +50.0% | -25.3% | +75.3% | +64.1% |
| 3Y | +122.3% | -7.8% | +130.1% | +105.3% |
| 5Y | +273.2% | +17.0% | +256.2% | +192.9% |
| All | +740.9% | +169.1% | +571.8% | +347.4% |
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