+632.8%
LYB vs NUE
+782.0%
-149.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +2.5% | -4.6% | +7.0% | +4.7% |
| 3M | +1.4% | -0.3% | +1.7% | +0.1% |
| 6M | -3.5% | +51.9% | -55.4% | -27.3% |
| YTD | +52.0% | +60.0% | -8.0% | +10.7% |
| 1Y | +22.1% | +82.9% | -60.8% | -18.6% |
| 3Y | -22.8% | +66.0% | -88.7% | -48.4% |
| 5Y | -3.4% | +149.0% | -152.3% | -56.1% |
| 10Y | +47.4% | +588.3% | -541.0% | -71.1% |
| All | +632.8% | +782.0% | -149.1% | +3.5% |
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