+177.0%
NUE vs LTH
+150.3%
+26.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.7% | -3.7% | +1.1% | -1.9% |
| 30D | -6.1% | -5.3% | -0.7% | -5.0% |
| 3M | +2.2% | +24.2% | -22.0% | -2.6% |
| 6M | +50.8% | +54.8% | -4.1% | +36.3% |
| YTD | +57.5% | +56.1% | +1.5% | +41.8% |
| 1Y | +82.5% | +45.5% | +36.9% | +66.4% |
| 3Y | +61.7% | +155.9% | -94.2% | +28.8% |
| All | +177.0% | +150.3% | +26.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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