+8,153.7%
STLD vs LH
+5,482.8%
+2,670.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +3.1% | -2.5% | +5.6% | +3.8% |
| 30D | -9.0% | +4.3% | -13.3% | -10.0% |
| 3M | -12.4% | +25.5% | -37.9% | -17.6% |
| 6M | +25.5% | +17.0% | +8.5% | +20.2% |
| YTD | +43.6% | +31.3% | +12.4% | +33.4% |
| 1Y | +87.2% | +20.0% | +67.2% | +77.4% |
| 3Y | +135.2% | +63.9% | +71.4% | +103.7% |
| 5Y | +290.9% | +30.9% | +260.0% | +256.6% |
| 10Y | +1,113.5% | +191.4% | +922.1% | +805.4% |
| All | +8,153.7% | +5,482.8% | +2,670.9% | +4,386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling