+50.6%
LYB vs NUE
+86.4%
-35.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.7% | -4.5% |
| 7D | -6.2% | -1.4% | -4.8% | -6.1% |
| 30D | +6.3% | +6.6% | -0.2% | +5.6% |
| 3M | +4.1% | -2.0% | +6.1% | +4.2% |
| 6M | -15.5% | +19.2% | -34.7% | -17.6% |
| YTD | +50.2% | +65.6% | -15.4% | +35.7% |
| 1Y | +50.6% | +87.8% | -37.2% | +31.8% |
| All | +50.6% | +86.4% | -35.8% | +31.8% |
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