+139.1%
STLD vs LTH
+152.2%
-13.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -0.6% | +3.8% | +3.3% |
| 30D | -9.0% | -4.6% | -4.4% | -8.2% |
| 3M | -12.4% | +32.8% | -45.2% | -17.5% |
| 6M | +25.5% | +64.6% | -39.1% | +12.3% |
| YTD | +43.6% | +62.6% | -19.0% | +28.8% |
| 1Y | +87.2% | +49.9% | +37.2% | +70.3% |
| All | +139.1% | +152.2% | -13.2% | +118.6% |
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