+575.6%
NUE vs LH
+183.3%
+392.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -0.6% | -4.7% | +4.1% | +1.6% |
| 30D | -4.6% | -3.5% | -1.1% | -3.1% |
| 3M | -0.3% | +17.7% | -18.0% | -7.9% |
| 6M | +51.9% | +15.8% | +36.1% | +41.0% |
| YTD | +60.0% | +25.1% | +34.9% | +42.8% |
| 1Y | +82.9% | +12.5% | +70.4% | +70.6% |
| 3Y | +66.0% | +59.8% | +6.2% | +27.5% |
| 5Y | +149.0% | +27.1% | +121.9% | +110.7% |
| All | +575.6% | +183.3% | +392.4% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling