+146.2%
NUE vs LII
+25.8%
+120.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +1.8% | +2.1% | -0.3% | +0.9% |
| 30D | -6.0% | -12.4% | +6.5% | -1.1% |
| 3M | +1.4% | -24.8% | +26.2% | +11.6% |
| 6M | +52.8% | -25.2% | +78.0% | +67.4% |
| YTD | +58.1% | -20.3% | +78.4% | +67.7% |
| 1Y | +80.4% | -32.9% | +113.4% | +105.6% |
| 3Y | +62.3% | +2.0% | +60.2% | +43.9% |
| 5Y | +146.2% | +24.4% | +121.7% | +81.2% |
| All | +146.2% | +25.8% | +120.4% | +81.2% |
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