+3,586.8%
LITE vs STLD
+1,419.7%
+2,167.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.0% | -4.8% | -6.6% |
| 7D | -31.4% | -3.9% | -27.5% | -30.3% |
| 30D | -42.6% | -0.4% | -42.2% | -42.4% |
| 3M | -26.2% | -9.2% | -17.0% | -23.7% |
| 6M | -35.8% | +5.0% | -40.8% | -37.7% |
| YTD | +70.0% | +42.8% | +27.2% | +46.5% |
| 1Y | +232.7% | +60.1% | +172.7% | +175.5% |
| 3Y | +1,365.7% | +123.5% | +1,242.3% | +978.9% |
| 5Y | +609.5% | +302.0% | +307.4% | +309.7% |
| 10Y | +1,721.9% | +959.3% | +762.7% | +618.7% |
| All | +3,586.8% | +1,419.7% | +2,167.1% | +1,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling