+22,080.9%
LLY vs NUE
+14,124.9%
+7,955.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.8% |
| 7D | +6.6% | +2.8% | +3.9% | +6.1% |
| 30D | +19.4% | -2.1% | +21.5% | +19.8% |
| 3M | +19.6% | -7.3% | +26.9% | +20.8% |
| 6M | +42.6% | +8.9% | +33.7% | +39.5% |
| YTD | +35.0% | +55.6% | -20.6% | +23.6% |
| 1Y | +42.0% | +74.7% | -32.7% | +27.3% |
| 3Y | +140.5% | +71.7% | +68.8% | +111.3% |
| 5Y | +479.9% | +141.2% | +338.7% | +362.7% |
| 10Y | +2,059.2% | +429.6% | +1,629.7% | +1,306.5% |
| All | +22,080.9% | +14,124.9% | +7,955.9% | +6,106.0% |
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