+50.0%
STLD vs LTH
+79.8%
-29.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.5% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | -5.6% | +15.7% | -21.2% | -8.0% |
| 3M | -11.7% | +5.0% | -16.7% | -12.4% |
| 6M | -2.8% | +37.7% | -40.4% | -8.7% |
| YTD | +36.4% | +75.0% | -38.6% | +20.6% |
| 1Y | +50.0% | +82.6% | -32.6% | +30.8% |
| All | +50.0% | +79.8% | -29.7% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling