+1,533.3%
LITE vs NUE
+468.0%
+1,065.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +8.9% | +9.9% |
| 7D | -12.9% | -10.2% | -2.7% | -7.9% |
| 30D | -46.0% | -0.4% | -45.5% | -45.5% |
| 3M | -33.0% | -8.4% | -24.7% | -30.2% |
| 6M | -34.0% | +10.1% | -44.1% | -37.0% |
| YTD | +61.7% | +54.1% | +7.7% | +32.9% |
| 1Y | +148.3% | +74.7% | +73.6% | +93.3% |
| 3Y | +1,408.5% | +72.0% | +1,336.5% | +1,056.9% |
| 5Y | +546.2% | +136.4% | +409.8% | +310.8% |
| 10Y | +1,533.3% | +434.6% | +1,098.7% | +575.7% |
| All | +1,533.3% | +468.0% | +1,065.3% | +575.7% |
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