+77.4%
LNG vs NUE
+61.7%
+15.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -4.7% | -0.6% | -4.0% | -4.6% |
| 30D | +3.8% | -4.6% | +8.4% | +4.4% |
| 3M | +16.2% | -0.3% | +16.5% | +15.9% |
| 6M | +11.7% | +51.9% | -40.2% | +3.6% |
| YTD | +44.2% | +60.0% | -15.8% | +32.4% |
| 1Y | +18.6% | +82.9% | -64.3% | +5.7% |
| 3Y | +77.4% | +66.0% | +11.4% | +56.3% |
| All | +77.4% | +61.7% | +15.7% | +56.3% |
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