+186.9%
LQD vs NUE
+3,230.2%
-3,043.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.1% | -6.1% | +4.9% | -1.0% |
| 3M | -2.3% | +2.2% | -4.6% | -2.4% |
| 6M | -2.9% | +50.8% | -53.7% | -3.6% |
| YTD | -2.3% | +57.5% | -59.9% | -3.1% |
| 1Y | -2.2% | +82.5% | -84.6% | -3.2% |
| 3Y | +14.0% | +61.7% | -47.7% | +12.8% |
| 5Y | -5.8% | +145.1% | -150.9% | -7.5% |
| 10Y | +22.2% | +577.8% | -555.6% | +17.8% |
| All | +186.9% | +3,230.2% | -3,043.3% | +182.9% |
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