+332.7%
STLD vs LTH
+186.8%
+145.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | -0.1% | +17.7% | -17.8% | -3.8% |
| 3M | -9.2% | +8.5% | -17.6% | -11.0% |
| 6M | +1.8% | +46.9% | -45.2% | -7.3% |
| YTD | +42.1% | +78.8% | -36.6% | +23.2% |
| 1Y | +58.5% | +84.9% | -26.4% | +36.3% |
| 3Y | +128.2% | +246.4% | -118.1% | +67.8% |
| 5Y | +288.2% | +129.6% | +158.7% | +178.5% |
| All | +332.7% | +186.8% | +145.9% | +218.7% |
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