+422.0%
NUE vs LII
+169.1%
+252.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.0% |
| 7D | +2.8% | +2.9% | -0.2% | +1.4% |
| 30D | -2.1% | +0.9% | -3.0% | -3.1% |
| 3M | -7.3% | -15.5% | +8.2% | -0.9% |
| 6M | +8.9% | -30.2% | +39.1% | +24.5% |
| YTD | +55.6% | -26.8% | +82.4% | +71.8% |
| 1Y | +74.7% | -25.3% | +99.9% | +90.6% |
| 3Y | +71.7% | -7.8% | +79.4% | +59.4% |
| 5Y | +141.2% | +17.0% | +124.2% | +91.2% |
| All | +422.0% | +169.1% | +252.9% | +184.4% |
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