-51.2%
LULU vs NUE
+82.6%
-133.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.5% | -16.8% | -17.3% |
| 7D | -16.7% | +4.2% | -20.9% | -17.3% |
| 30D | -18.5% | -5.0% | -13.6% | -17.9% |
| 3M | -19.5% | -0.2% | -19.2% | -19.4% |
| 6M | -41.9% | +49.1% | -91.1% | -46.8% |
| YTD | -51.6% | +61.0% | -112.6% | -56.4% |
| 1Y | -51.2% | +82.5% | -133.7% | -58.8% |
| All | -51.2% | +82.6% | -133.8% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling