+277.1%
STLD vs LTH
+137.1%
+140.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.7% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | -5.6% | +15.7% | -21.2% | -8.8% |
| 3M | -11.7% | +5.0% | -16.7% | -13.0% |
| 6M | -2.8% | +37.7% | -40.4% | -10.3% |
| YTD | +36.4% | +75.0% | -38.6% | +18.3% |
| 1Y | +50.0% | +82.6% | -32.6% | +28.7% |
| 3Y | +122.3% | +241.3% | -119.0% | +62.1% |
| All | +277.1% | +137.1% | +140.0% | +165.4% |
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