+81.9%
NUE vs LII
-28.7%
+110.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -6.2% | +0.4% | -6.7% | -6.3% |
| 30D | +2.5% | -2.4% | +4.8% | +2.7% |
| 3M | -6.4% | -17.5% | +11.1% | -2.0% |
| 6M | +13.3% | -32.8% | +46.1% | +23.7% |
| YTD | +58.5% | -27.7% | +86.2% | +65.9% |
| 1Y | +81.9% | -28.1% | +110.0% | +91.3% |
| All | +81.9% | -28.7% | +110.5% | +91.3% |
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