+131.6%
STLD vs LTH
+249.2%
-117.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.4% |
| 3M | -9.2% | +8.5% | -17.6% | -10.8% |
| 6M | +1.8% | +46.9% | -45.2% | -6.5% |
| YTD | +42.1% | +78.8% | -36.6% | +24.4% |
| 1Y | +58.5% | +84.9% | -26.4% | +37.7% |
| All | +131.6% | +249.2% | -117.6% | +87.7% |
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 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