+7,518.6%
STLD vs LH
+6,160.5%
+1,358.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -11.1% | +1.4% | -12.6% | -11.5% |
| 30D | -4.8% | +17.5% | -22.3% | -8.9% |
| 3M | -14.6% | +16.1% | -30.6% | -18.1% |
| 6M | -7.4% | +43.4% | -50.8% | -16.1% |
| YTD | +32.6% | +47.2% | -14.6% | +19.2% |
| 1Y | +47.3% | +50.1% | -2.8% | +31.7% |
| 3Y | +107.5% | +81.2% | +26.4% | +74.7% |
| 5Y | +268.8% | +63.7% | +205.1% | +217.1% |
| 10Y | +883.3% | +269.2% | +614.1% | +593.6% |
| All | +7,518.6% | +6,160.5% | +1,358.1% | +3,909.3% |
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