+87.8%
NUE vs LH
+44.2%
+43.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.8% |
| 7D | -1.4% | +2.1% | -3.5% | -1.8% |
| 30D | +6.6% | +19.2% | -12.6% | +2.3% |
| 3M | -2.0% | +18.0% | -20.0% | -5.9% |
| 6M | +19.2% | +46.1% | -26.9% | +8.3% |
| YTD | +65.6% | +47.7% | +17.9% | +48.4% |
| 1Y | +87.8% | +47.2% | +40.6% | +71.0% |
| All | +87.8% | +44.2% | +43.6% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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