+82.5%
NUE vs LII
-28.2%
+110.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | -5.0% | -12.6% | +7.6% | -1.4% |
| 3M | -0.2% | -24.4% | +24.2% | +6.6% |
| 6M | +49.1% | -28.7% | +77.8% | +61.8% |
| YTD | +61.0% | -19.1% | +80.1% | +65.4% |
| 1Y | +82.5% | -29.7% | +112.2% | +96.2% |
| All | +82.5% | -28.2% | +110.7% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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