+62.3%
NUE vs LII
+2.8%
+59.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +1.8% | +2.1% | -0.3% | +1.1% |
| 30D | -6.0% | -12.4% | +6.5% | -2.0% |
| 3M | +1.4% | -24.8% | +26.2% | +9.6% |
| 6M | +52.8% | -25.2% | +78.0% | +64.5% |
| YTD | +58.1% | -20.3% | +78.4% | +65.8% |
| 1Y | +80.4% | -32.9% | +113.4% | +100.5% |
| 3Y | +62.3% | +2.0% | +60.2% | +52.1% |
| All | +62.3% | +2.8% | +59.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling