+1,111.5%
STLD vs LUMN
-55.8%
+1,167.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -8.9% | +10.3% | -19.2% | -10.2% |
| 3M | -14.0% | -18.3% | +4.2% | -12.0% |
| 6M | +30.8% | +4.4% | +26.5% | +28.9% |
| YTD | +42.3% | -10.7% | +53.0% | +41.2% |
| 1Y | +81.1% | +14.0% | +67.1% | +71.6% |
| 3Y | +149.2% | +406.6% | -257.4% | +52.0% |
| 5Y | +292.9% | -36.8% | +329.7% | +308.4% |
| All | +1,111.5% | -55.8% | +1,167.3% | +1,026.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling