+56.6%
STLD vs LTH
+85.5%
-29.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.6% |
| 7D | -4.7% | +6.4% | -11.1% | -5.6% |
| 30D | -0.9% | +16.7% | -17.7% | -3.6% |
| 3M | -11.9% | +11.7% | -23.6% | -13.5% |
| 6M | +0.9% | +48.5% | -47.6% | -6.9% |
| YTD | +40.4% | +78.4% | -38.0% | +23.3% |
| 1Y | +56.6% | +89.7% | -33.1% | +34.8% |
| All | +56.6% | +85.5% | -29.0% | +34.8% |
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