+8,148.5%
STLD vs LII
+2,790.7%
+5,357.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.2% |
| 7D | -12.5% | +0.2% | -12.7% | -12.6% |
| 30D | -6.8% | -4.6% | -2.2% | -5.4% |
| 3M | -16.4% | -21.7% | +5.3% | -6.8% |
| 6M | -6.1% | -32.8% | +26.7% | +10.5% |
| YTD | +32.0% | -27.5% | +59.5% | +48.0% |
| 1Y | +45.5% | -28.0% | +73.5% | +63.4% |
| 3Y | +106.5% | -7.2% | +113.7% | +95.3% |
| 5Y | +267.2% | +22.6% | +244.6% | +192.9% |
| 10Y | +878.9% | +171.5% | +707.3% | +406.6% |
| All | +8,148.5% | +2,790.7% | +5,357.9% | +1,430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling