+267.2%
STLD vs LII
+22.0%
+245.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.5% |
| 7D | -12.5% | +0.2% | -12.7% | -12.6% |
| 30D | -6.8% | -4.6% | -2.2% | -5.7% |
| 3M | -16.4% | -21.7% | +5.3% | -8.7% |
| 6M | -6.1% | -32.8% | +26.7% | +7.1% |
| YTD | +32.0% | -27.5% | +59.5% | +44.4% |
| 1Y | +45.5% | -28.0% | +73.5% | +59.3% |
| 3Y | +106.5% | -7.2% | +113.7% | +90.0% |
| 5Y | +267.2% | +22.6% | +244.6% | +172.9% |
| All | +267.2% | +22.0% | +245.2% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling