+81.1%
STLD vs LUMN
+11.9%
+69.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.1% |
| 3M | -14.0% | -18.3% | +4.2% | -12.2% |
| 6M | +30.8% | +4.4% | +26.5% | +30.1% |
| YTD | +42.3% | -10.7% | +53.0% | +40.8% |
| 1Y | +81.1% | +14.0% | +67.1% | +81.4% |
| All | +81.1% | +11.9% | +69.2% | +81.4% |
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