+1,009.8%
LITE vs NUE
+142.0%
+867.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.8% |
| 7D | +12.6% | +1.8% | +10.8% | +11.6% |
| 30D | +9.9% | -6.0% | +15.9% | +12.8% |
| 3M | +9.3% | +1.4% | +7.9% | +7.8% |
| 6M | +75.2% | +52.8% | +22.4% | +44.6% |
| YTD | +165.5% | +58.1% | +107.4% | +116.1% |
| 1Y | +555.0% | +80.4% | +474.6% | +404.8% |
| 3Y | +1,870.5% | +62.3% | +1,808.2% | +1,418.5% |
| 5Y | +1,009.8% | +146.2% | +863.6% | +664.3% |
| All | +1,009.8% | +142.0% | +867.8% | +664.3% |
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 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