+173.6%
NUE vs LTH
+180.7%
-7.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.6% | -3.9% |
| 7D | +2.8% | -1.3% | +4.0% | +3.0% |
| 30D | -2.1% | +15.7% | -17.8% | -5.3% |
| 3M | -7.3% | +5.0% | -12.3% | -8.6% |
| 6M | +8.9% | +37.7% | -28.8% | +1.1% |
| YTD | +55.6% | +75.0% | -19.4% | +36.3% |
| 1Y | +74.7% | +82.6% | -8.0% | +51.5% |
| 3Y | +71.7% | +241.3% | -169.6% | +28.6% |
| 5Y | +141.2% | +135.4% | +5.8% | +74.5% |
| All | +173.6% | +180.7% | -7.1% | +103.1% |
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