+277.1%
STLD vs LII
+17.0%
+260.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | +2.9% | +2.9% | 0.0% | +1.8% |
| 30D | -5.6% | +0.9% | -6.5% | -6.5% |
| 3M | -11.7% | -15.5% | +3.8% | -6.4% |
| 6M | -2.8% | -30.2% | +27.4% | +9.1% |
| YTD | +36.4% | -26.8% | +63.3% | +48.7% |
| 1Y | +50.0% | -25.3% | +75.3% | +61.8% |
| 3Y | +122.3% | -7.8% | +130.1% | +105.1% |
| All | +277.1% | +17.0% | +260.1% | +185.2% |
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 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