+787.1%
STLD vs LII
+166.2%
+620.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | -0.9% | -2.4% | +1.4% | -0.6% |
| 3M | -11.9% | -17.5% | +5.6% | -4.6% |
| 6M | +0.9% | -32.8% | +33.7% | +17.8% |
| YTD | +40.4% | -27.7% | +68.1% | +56.4% |
| 1Y | +56.6% | -28.1% | +84.6% | +74.4% |
| 3Y | +125.5% | -9.7% | +135.1% | +110.4% |
| 5Y | +292.8% | +19.5% | +273.3% | +203.9% |
| 10Y | +787.1% | +170.6% | +616.5% | +367.7% |
| All | +787.1% | +166.2% | +620.8% | +367.7% |
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