+782.2%
STLD vs LH
+259.5%
+522.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | -9.7% | +4.6% | -14.2% | -11.7% |
| 30D | -4.5% | +19.1% | -23.7% | -13.1% |
| 3M | -13.1% | +16.7% | -29.8% | -20.3% |
| 6M | -2.8% | +47.0% | -49.8% | -21.3% |
| YTD | +35.3% | +49.3% | -14.0% | +8.3% |
| 1Y | +51.4% | +48.6% | +2.8% | +21.3% |
| 3Y | +117.9% | +87.8% | +30.1% | +47.9% |
| 5Y | +272.6% | +65.0% | +207.5% | +166.0% |
| 10Y | +782.2% | +275.0% | +507.2% | +289.8% |
| All | +782.2% | +259.5% | +522.7% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling