+7,677.9%
STLD vs LH
+6,250.3%
+1,427.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | -9.7% | +4.6% | -14.2% | -10.7% |
| 30D | -4.5% | +19.1% | -23.7% | -9.0% |
| 3M | -13.1% | +16.7% | -29.8% | -16.8% |
| 6M | -2.8% | +47.0% | -49.8% | -12.5% |
| YTD | +35.3% | +49.3% | -14.0% | +21.2% |
| 1Y | +51.4% | +48.6% | +2.8% | +35.7% |
| 3Y | +117.9% | +87.8% | +30.1% | +81.7% |
| 5Y | +272.6% | +65.0% | +207.5% | +219.7% |
| 10Y | +782.2% | +275.0% | +507.2% | +520.2% |
| All | +7,677.9% | +6,250.3% | +1,427.5% | +3,978.1% |
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 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