-6.0%
LQD vs NUE
+146.6%
-152.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | -4.6% | +3.3% | -1.1% |
| 3M | -3.2% | -0.3% | -2.9% | -3.2% |
| 6M | -2.1% | +51.9% | -54.0% | -3.5% |
| YTD | -2.4% | +60.0% | -62.3% | -4.0% |
| 1Y | -2.7% | +82.9% | -85.6% | -4.7% |
| 3Y | +14.2% | +66.0% | -51.8% | +11.7% |
| All | -6.0% | +146.6% | -152.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling