+1,380.3%
LITE vs STLD
+121.5%
+1,258.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.0% | -4.8% | -5.8% |
| 7D | -31.4% | -3.9% | -27.5% | -29.5% |
| 30D | -42.6% | -0.4% | -42.2% | -42.3% |
| 3M | -26.2% | -9.2% | -17.0% | -21.8% |
| 6M | -35.8% | +5.0% | -40.8% | -39.5% |
| YTD | +70.0% | +42.8% | +27.2% | +27.5% |
| 1Y | +232.7% | +60.1% | +172.7% | +131.1% |
| All | +1,380.3% | +121.5% | +1,258.7% | +718.1% |
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