+1,402.3%
LITE vs NEE
+262.8%
+1,139.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +6.1% |
| 7D | -35.9% | +3.9% | -39.8% | -36.8% |
| 30D | -51.5% | +12.8% | -64.4% | -53.5% |
| 3M | -35.7% | +3.6% | -39.3% | -36.7% |
| 6M | -43.0% | -7.5% | -35.5% | -41.9% |
| YTD | +46.1% | +10.7% | +35.5% | +41.2% |
| 1Y | +124.7% | +9.1% | +115.6% | +118.0% |
| 3Y | +1,172.1% | +61.0% | +1,111.1% | +944.8% |
| 5Y | +477.0% | +16.3% | +460.7% | +421.7% |
| All | +1,402.3% | +262.8% | +1,139.6% | +999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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