+183.4%
NUE vs LTH
+174.8%
+8.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.6% |
| 7D | +6.1% | -4.6% | +10.8% | +7.2% |
| 30D | +2.7% | +14.8% | -12.1% | -0.4% |
| 3M | -3.8% | +3.9% | -7.8% | -4.9% |
| 6M | +14.0% | +35.5% | -21.5% | +6.3% |
| YTD | +61.2% | +71.3% | -10.1% | +41.9% |
| 1Y | +77.8% | +75.7% | +2.1% | +55.5% |
| 3Y | +78.2% | +231.9% | -153.7% | +34.3% |
| 5Y | +149.8% | +130.5% | +19.4% | +81.5% |
| All | +183.4% | +174.8% | +8.6% | +111.4% |
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