+87.2%
STLD vs LUMN
+42.5%
+44.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +3.1% | +12.1% | -8.9% | +1.8% |
| 30D | -9.0% | +11.3% | -20.3% | -10.2% |
| 3M | -12.4% | -31.6% | +19.2% | -9.0% |
| 6M | +25.5% | -2.7% | +28.2% | +25.8% |
| YTD | +43.6% | -12.9% | +56.5% | +42.8% |
| 1Y | +87.2% | +36.2% | +51.0% | +97.0% |
| All | +87.2% | +42.5% | +44.7% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling