+139.5%
LLY vs NUE
+79.0%
+60.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | +21.5% | +3.8% | +17.7% | +21.1% |
| 3M | +18.5% | -3.7% | +22.1% | +18.8% |
| 6M | +49.1% | +13.2% | +35.9% | +46.4% |
| YTD | +34.4% | +61.6% | -27.2% | +26.8% |
| 1Y | +46.3% | +83.6% | -37.3% | +36.3% |
| All | +139.5% | +79.0% | +60.4% | +120.4% |
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