+107.5%
STLD vs LTH
+268.4%
-160.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -11.1% | +4.5% | -15.6% | -11.9% |
| 30D | -4.8% | +16.3% | -21.1% | -7.7% |
| 3M | -14.6% | +8.4% | -22.9% | -16.1% |
| 6M | -7.4% | +40.3% | -47.7% | -13.9% |
| YTD | +32.6% | +77.3% | -44.7% | +16.7% |
| 1Y | +47.3% | +88.0% | -40.6% | +28.1% |
| 3Y | +107.5% | +274.3% | -166.7% | +72.2% |
| All | +107.5% | +268.4% | -160.9% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling