+1,587.5%
LITE vs NEE
+281.5%
+1,306.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -13.9% | +2.3% | -16.2% | -14.6% |
| 30D | -46.9% | +11.5% | -58.4% | -48.9% |
| 3M | -28.0% | +2.6% | -30.6% | -29.0% |
| 6M | -35.2% | -6.0% | -29.3% | -34.3% |
| YTD | +58.9% | +9.8% | +49.1% | +53.8% |
| 1Y | +125.3% | +4.7% | +120.6% | +121.1% |
| 3Y | +1,344.4% | +71.0% | +1,273.4% | +1,058.2% |
| 5Y | +541.2% | +15.8% | +525.3% | +479.9% |
| 10Y | +1,587.5% | +287.3% | +1,300.2% | +1,158.2% |
| All | +1,587.5% | +281.5% | +1,306.0% | +1,158.2% |
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