+1,493.1%
LITE vs NUE
+423.6%
+1,069.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -2.9% |
| 7D | +10.8% | +2.8% | +8.0% | +9.6% |
| 30D | -33.4% | -2.1% | -31.3% | -32.2% |
| 3M | -32.2% | -7.3% | -24.9% | -29.6% |
| 6M | -42.1% | +8.9% | -51.0% | -44.5% |
| YTD | +61.9% | +55.6% | +6.3% | +32.4% |
| 1Y | +163.0% | +74.7% | +88.3% | +104.7% |
| 3Y | +1,358.0% | +71.7% | +1,286.3% | +1,017.8% |
| 5Y | +549.9% | +141.2% | +408.7% | +308.9% |
| All | +1,493.1% | +423.6% | +1,069.5% | +513.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling