+5,083.9%
LITE vs NUE
+689.8%
+4,394.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | +4.2% | -5.8% | -3.3% |
| 30D | +6.7% | -5.0% | +11.6% | +8.9% |
| 3M | -6.8% | -0.2% | -6.5% | -7.2% |
| 6M | +29.4% | +49.1% | -19.7% | +9.0% |
| YTD | +139.1% | +61.0% | +78.1% | +94.8% |
| 1Y | +521.0% | +82.5% | +438.5% | +380.9% |
| 3Y | +1,535.3% | +57.9% | +1,477.4% | +1,210.0% |
| 5Y | +889.8% | +146.6% | +743.3% | +536.9% |
| 10Y | +2,400.7% | +561.6% | +1,839.1% | +927.2% |
| All | +5,083.9% | +689.8% | +4,394.0% | +2,032.8% |
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