+1,103.8%
LITE vs STLD
+104.7%
+999.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.6% | -11.1% | -13.4% |
| 7D | -44.6% | -12.5% | -32.1% | -38.8% |
| 30D | -55.0% | -6.8% | -48.2% | -52.2% |
| 3M | -38.3% | -16.4% | -21.9% | -30.3% |
| 6M | -48.8% | -6.1% | -42.6% | -47.4% |
| YTD | +38.3% | +32.0% | +6.3% | +10.4% |
| 1Y | +119.0% | +45.5% | +73.5% | +63.4% |
| All | +1,103.8% | +104.7% | +999.1% | +608.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling