-75.1%
LULU vs NUE
+61.7%
-136.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -18.1% | -4.6% | -13.6% | -17.2% |
| 3M | -18.8% | -0.3% | -18.5% | -19.0% |
| 6M | -39.2% | +51.9% | -91.1% | -46.6% |
| YTD | -52.4% | +60.0% | -112.4% | -58.9% |
| 1Y | -40.3% | +82.9% | -123.2% | -50.8% |
| 3Y | -75.1% | +66.0% | -141.1% | -80.1% |
| All | -75.1% | +61.7% | -136.8% | -80.1% |
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