+179.7%
NUE vs LTH
+152.0%
+27.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -2.3% | -4.0% | +1.7% | -1.4% |
| 30D | -6.1% | -1.7% | -4.4% | -5.8% |
| 3M | +1.7% | +28.0% | -26.3% | -3.8% |
| 6M | +53.1% | +54.1% | -1.0% | +38.5% |
| YTD | +59.0% | +57.1% | +2.0% | +43.0% |
| 1Y | +85.3% | +45.8% | +39.6% | +68.9% |
| 3Y | +63.2% | +157.6% | -94.3% | +29.8% |
| All | +179.7% | +152.0% | +27.7% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling