+18.7%
LHX vs NUE
+146.6%
-127.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -4.3% | -0.6% | -3.6% | -4.2% |
| 30D | -15.1% | -4.6% | -10.6% | -14.7% |
| 3M | -21.0% | -0.3% | -20.6% | -21.1% |
| 6M | -32.0% | +51.9% | -83.9% | -35.8% |
| YTD | -15.3% | +60.0% | -75.3% | -20.7% |
| 1Y | -11.1% | +82.9% | -93.9% | -18.2% |
| 3Y | +54.0% | +66.0% | -12.0% | +41.1% |
| All | +18.7% | +146.6% | -127.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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