+446.1%
LITE vs STLD
+268.5%
+177.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.6% | -11.1% | -15.0% |
| 7D | -44.6% | -12.5% | -32.1% | -40.5% |
| 30D | -55.0% | -6.8% | -48.2% | -53.0% |
| 3M | -38.3% | -16.4% | -21.9% | -32.7% |
| 6M | -48.8% | -6.1% | -42.6% | -47.5% |
| YTD | +38.3% | +32.0% | +6.3% | +20.5% |
| 1Y | +119.0% | +45.5% | +73.5% | +83.1% |
| 3Y | +1,092.0% | +106.5% | +985.5% | +774.0% |
| 5Y | +446.1% | +267.2% | +178.9% | +228.5% |
| All | +446.1% | +268.5% | +177.6% | +228.5% |
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 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