+258.8%
STLD vs LTH
+142.9%
+115.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -11.1% | +4.5% | -15.6% | -12.1% |
| 30D | -4.8% | +16.3% | -21.1% | -8.2% |
| 3M | -14.6% | +8.4% | -22.9% | -16.4% |
| 6M | -7.4% | +40.3% | -47.7% | -14.9% |
| YTD | +32.6% | +77.3% | -44.7% | +14.6% |
| 1Y | +47.3% | +88.0% | -40.6% | +25.6% |
| 3Y | +107.5% | +274.3% | -166.7% | +47.8% |
| All | +258.8% | +142.9% | +115.9% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling