+292.6%
STLD vs LII
+25.3%
+267.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | +3.1% | -0.7% | +3.9% | +3.4% |
| 30D | -9.0% | -12.6% | +3.6% | -4.2% |
| 3M | -12.4% | -24.4% | +12.1% | -4.0% |
| 6M | +25.5% | -28.7% | +54.2% | +40.3% |
| YTD | +43.6% | -19.1% | +62.8% | +51.5% |
| 1Y | +87.2% | -29.7% | +116.9% | +109.0% |
| 3Y | +135.2% | +4.8% | +130.5% | +107.5% |
| All | +292.6% | +25.3% | +267.3% | +190.6% |
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