+1,080.4%
STLD vs LH
+186.0%
+894.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | -8.4% | +2.0% | -10.4% | -9.5% |
| 3M | -9.9% | +24.3% | -34.1% | -19.7% |
| 6M | +33.0% | +21.1% | +12.0% | +19.9% |
| YTD | +42.6% | +30.4% | +12.1% | +23.3% |
| 1Y | +80.8% | +18.4% | +62.4% | +63.2% |
| 3Y | +143.4% | +65.5% | +78.0% | +78.5% |
| 5Y | +293.4% | +29.9% | +263.5% | +223.5% |
| 10Y | +1,080.4% | +186.6% | +893.8% | +514.1% |
| All | +1,080.4% | +186.0% | +894.4% | +514.1% |
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