+13,296.5%
NUE vs LH
+1,355.8%
+11,940.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -6.1% | +0.1% | -6.2% | -6.1% |
| 3M | +1.7% | +18.6% | -17.0% | -1.8% |
| 6M | +53.1% | +17.9% | +35.1% | +47.9% |
| YTD | +59.0% | +28.9% | +30.1% | +50.9% |
| 1Y | +85.3% | +16.6% | +68.7% | +79.0% |
| 3Y | +63.2% | +63.6% | -0.3% | +46.8% |
| 5Y | +146.8% | +30.0% | +116.8% | +131.4% |
| 10Y | +584.3% | +191.9% | +392.4% | +450.3% |
| All | +13,296.5% | +1,355.8% | +11,940.7% | +7,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling