+901.5%
LITE vs STLD
+292.4%
+609.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.7% |
| 7D | -1.5% | +3.1% | -4.7% | -3.1% |
| 30D | +6.7% | -9.0% | +15.6% | +10.9% |
| 3M | -6.8% | -12.4% | +5.6% | -1.8% |
| 6M | +29.4% | +25.5% | +3.9% | +15.0% |
| YTD | +139.1% | +43.6% | +95.5% | +100.2% |
| 1Y | +521.0% | +87.2% | +433.8% | +368.5% |
| 3Y | +1,535.3% | +135.2% | +1,400.1% | +1,045.7% |
| All | +901.5% | +292.4% | +609.1% | +496.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling