+95.6%
LLY vs NUE
+59.4%
+36.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -5.1% | -6.0% | +0.9% | -4.5% |
| 3M | -2.1% | +1.4% | -3.5% | -2.5% |
| 6M | +13.8% | +52.8% | -39.0% | +7.4% |
| YTD | +5.1% | +58.1% | -53.0% | -1.2% |
| 1Y | +53.1% | +80.4% | -27.3% | +41.6% |
| 3Y | +95.6% | +62.3% | +33.4% | +70.2% |
| All | +95.6% | +59.4% | +36.2% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling