+490.8%
LITE vs NUE
+123.1%
+367.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -10.6% | -25.4% | -32.2% |
| 30D | -51.5% | -0.6% | -50.9% | -51.0% |
| 3M | -35.7% | -9.7% | -26.0% | -32.5% |
| 6M | -43.0% | +5.1% | -48.1% | -44.3% |
| YTD | +46.1% | +51.4% | -5.3% | +20.7% |
| 1Y | +124.7% | +71.3% | +53.4% | +76.1% |
| 3Y | +1,172.1% | +66.8% | +1,105.2% | +873.0% |
| All | +490.8% | +123.1% | +367.7% | +306.1% |
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