+292.6%
STLD vs LH
+31.5%
+261.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +3.1% | -2.5% | +5.6% | +4.1% |
| 30D | -9.0% | +4.3% | -13.3% | -10.5% |
| 3M | -12.4% | +25.5% | -37.9% | -20.0% |
| 6M | +25.5% | +17.0% | +8.5% | +17.7% |
| YTD | +43.6% | +31.3% | +12.4% | +28.6% |
| 1Y | +87.2% | +20.0% | +67.2% | +72.7% |
| 3Y | +135.2% | +63.9% | +71.4% | +85.1% |
| All | +292.6% | +31.5% | +261.2% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling