+124.7%
LITE vs STLD
+45.5%
+79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | -35.9% | -11.1% | -24.8% | -30.4% |
| 30D | -51.5% | -4.8% | -46.7% | -49.1% |
| 3M | -35.7% | -14.6% | -21.2% | -28.4% |
| 6M | -43.0% | -7.4% | -35.6% | -40.5% |
| YTD | +46.1% | +32.6% | +13.6% | +10.2% |
| 1Y | +124.7% | +47.3% | +77.4% | +42.5% |
| All | +124.7% | +45.5% | +79.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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