+17,561.1%
LLY vs NUE
+14,617.8%
+2,943.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.1% | +4.2% | -6.4% | -2.9% |
| 30D | -1.6% | -5.0% | +3.4% | -0.9% |
| 3M | +2.3% | -0.2% | +2.5% | +1.9% |
| 6M | +14.9% | +49.1% | -34.3% | +6.4% |
| YTD | +7.5% | +61.0% | -53.5% | -2.0% |
| 1Y | +55.7% | +82.5% | -26.9% | +38.4% |
| 3Y | +110.6% | +57.9% | +52.7% | +88.2% |
| 5Y | +363.4% | +146.6% | +216.9% | +268.1% |
| 10Y | +1,649.0% | +561.6% | +1,087.4% | +993.9% |
| All | +17,561.1% | +14,617.8% | +2,943.3% | +4,821.9% |
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