+584.3%
NUE vs LII
+163.1%
+421.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -6.1% | -11.2% | +5.1% | -1.2% |
| 3M | +1.7% | -28.8% | +30.5% | +16.1% |
| 6M | +53.1% | -26.9% | +80.0% | +71.3% |
| YTD | +59.0% | -22.2% | +81.2% | +71.9% |
| 1Y | +85.3% | -32.0% | +117.3% | +112.6% |
| 3Y | +63.2% | -0.4% | +63.7% | +47.2% |
| 5Y | +146.8% | +22.4% | +124.3% | +93.2% |
| 10Y | +584.3% | +171.4% | +412.9% | +279.9% |
| All | +584.3% | +163.1% | +421.2% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling