+136.4%
NUE vs LII
+23.0%
+113.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | -10.2% | -1.2% | -9.1% | -9.8% |
| 30D | -0.4% | -2.0% | +1.5% | -0.2% |
| 3M | -8.4% | -20.2% | +11.9% | -0.5% |
| 6M | +10.1% | -32.5% | +42.6% | +25.8% |
| YTD | +54.1% | -27.4% | +81.4% | +68.6% |
| 1Y | +74.7% | -28.2% | +102.9% | +91.8% |
| 3Y | +72.0% | -7.2% | +79.2% | +57.1% |
| 5Y | +136.4% | +19.9% | +116.5% | +69.8% |
| All | +136.4% | +23.0% | +113.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling