+183.1%
NUE vs LTH
+160.9%
+22.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +4.2% | -0.6% | +4.9% | +4.4% |
| 30D | -5.0% | -4.6% | -0.4% | -4.1% |
| 3M | -0.2% | +32.8% | -33.0% | -6.3% |
| 6M | +49.1% | +64.6% | -15.5% | +33.0% |
| YTD | +61.0% | +62.6% | -1.6% | +43.7% |
| 1Y | +82.5% | +49.9% | +32.6% | +65.4% |
| 3Y | +57.9% | +151.3% | -93.4% | +26.3% |
| All | +183.1% | +160.9% | +22.2% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling