+232.7%
LITE vs NUE
+86.4%
+146.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.1% | -5.8% | -6.8% |
| 7D | -31.4% | -1.4% | -30.0% | -30.9% |
| 30D | -42.6% | +6.6% | -49.2% | -44.4% |
| 3M | -26.2% | -2.0% | -24.2% | -25.3% |
| 6M | -35.8% | +19.2% | -55.0% | -42.4% |
| YTD | +70.0% | +65.6% | +4.4% | +11.9% |
| 1Y | +232.7% | +87.8% | +144.9% | +81.3% |
| All | +232.7% | +86.4% | +146.3% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling