+62.3%
NUE vs LTH
+159.1%
-96.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +1.8% | +1.5% | +0.2% | +1.5% |
| 30D | -6.0% | -3.1% | -2.9% | -5.4% |
| 3M | +1.4% | +28.1% | -26.7% | -3.7% |
| 6M | +52.8% | +67.4% | -14.6% | +36.5% |
| YTD | +58.1% | +59.8% | -1.7% | +42.4% |
| 1Y | +80.4% | +45.6% | +34.8% | +65.4% |
| 3Y | +62.3% | +162.0% | -99.7% | +44.0% |
| All | +62.3% | +159.1% | -96.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling