+3,068.2%
LITE vs NUE
+642.9%
+2,425.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -10.6% | -25.4% | -32.5% |
| 30D | -51.5% | -0.6% | -50.9% | -51.1% |
| 3M | -35.7% | -9.7% | -26.0% | -32.8% |
| 6M | -43.0% | +5.1% | -48.1% | -44.3% |
| YTD | +46.1% | +51.4% | -5.3% | +22.5% |
| 1Y | +124.7% | +71.3% | +53.4% | +79.3% |
| 3Y | +1,172.1% | +66.8% | +1,105.2% | +906.6% |
| 5Y | +477.0% | +134.8% | +342.2% | +282.4% |
| 10Y | +1,465.7% | +506.1% | +959.5% | +564.9% |
| All | +3,068.2% | +642.9% | +2,425.3% | +1,241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling