-6.9%
LVS vs NUE
+61.7%
-68.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -3.5% | -0.6% | -2.8% | -3.3% |
| 30D | -6.2% | -4.6% | -1.7% | -5.2% |
| 3M | -14.8% | -0.3% | -14.5% | -15.2% |
| 6M | -20.9% | +51.9% | -72.7% | -31.1% |
| YTD | -33.0% | +60.0% | -93.0% | -42.8% |
| 1Y | -20.0% | +82.9% | -102.9% | -34.9% |
| 3Y | -6.9% | +66.0% | -72.9% | -27.0% |
| All | -6.9% | +61.7% | -68.6% | -27.0% |
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