+327.5%
STLD vs LTH
+186.2%
+141.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.5% |
| 7D | -4.7% | +6.4% | -11.1% | -6.0% |
| 30D | -0.9% | +16.7% | -17.7% | -4.5% |
| 3M | -11.9% | +11.7% | -23.6% | -14.3% |
| 6M | +0.9% | +48.5% | -47.6% | -8.3% |
| YTD | +40.4% | +78.4% | -38.0% | +21.8% |
| 1Y | +56.6% | +89.7% | -33.1% | +33.8% |
| 3Y | +125.5% | +245.6% | -120.2% | +65.8% |
| 5Y | +292.8% | +142.7% | +150.1% | +183.3% |
| All | +327.5% | +186.2% | +141.3% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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