+436.0%
NUE vs LII
+166.2%
+269.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -6.2% | +0.4% | -6.7% | -6.4% |
| 30D | +2.5% | -2.4% | +4.8% | +2.9% |
| 3M | -6.4% | -17.5% | +11.1% | +1.1% |
| 6M | +13.3% | -32.8% | +46.1% | +31.8% |
| YTD | +58.5% | -27.7% | +86.2% | +76.0% |
| 1Y | +81.9% | -28.1% | +110.0% | +102.0% |
| 3Y | +75.3% | -9.7% | +84.9% | +64.5% |
| 5Y | +149.9% | +19.5% | +130.4% | +95.6% |
| 10Y | +436.0% | +170.6% | +265.4% | +191.6% |
| All | +436.0% | +166.2% | +269.8% | +191.6% |
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