+1,081.9%
STLD vs LII
+168.6%
+913.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.2% |
| 7D | +3.1% | -0.7% | +3.9% | +3.4% |
| 30D | -9.0% | -12.6% | +3.6% | -3.3% |
| 3M | -12.4% | -24.4% | +12.1% | -2.4% |
| 6M | +25.5% | -28.7% | +54.2% | +43.0% |
| YTD | +43.6% | -19.1% | +62.8% | +53.0% |
| 1Y | +87.2% | -29.7% | +116.9% | +112.9% |
| 3Y | +135.2% | +4.8% | +130.5% | +105.5% |
| 5Y | +290.9% | +24.6% | +266.3% | +201.7% |
| All | +1,081.9% | +168.6% | +913.3% | +548.2% |
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