+1,549.9%
LLY vs NUE
+599.8%
+950.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -8.4% | -4.6% | -3.9% | -7.9% |
| 3M | -3.8% | -0.3% | -3.4% | -4.0% |
| 6M | +11.9% | +51.9% | -39.9% | +4.2% |
| YTD | +4.3% | +60.0% | -55.7% | -3.8% |
| 1Y | +48.5% | +82.9% | -34.4% | +33.7% |
| 3Y | +91.2% | +66.0% | +25.3% | +71.1% |
| 5Y | +387.5% | +149.0% | +238.5% | +290.1% |
| All | +1,549.9% | +599.8% | +950.0% | +820.0% |
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 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