+337.2%
STLD vs LTH
+160.9%
+176.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -12.4% | +32.8% | -45.2% | -18.0% |
| 6M | +25.5% | +64.6% | -39.1% | +11.2% |
| YTD | +43.6% | +62.6% | -19.0% | +27.4% |
| 1Y | +87.2% | +49.9% | +37.2% | +68.8% |
| 3Y | +135.2% | +151.3% | -16.1% | +85.9% |
| All | +337.2% | +160.9% | +176.3% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling