+2,024.1%
LLY vs NEE
+281.5%
+1,742.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | +21.5% | +11.5% | +10.0% | +17.6% |
| 3M | +16.4% | +2.6% | +13.8% | +15.4% |
| 6M | +51.5% | -6.0% | +57.4% | +53.9% |
| YTD | +33.9% | +9.8% | +24.1% | +29.9% |
| 1Y | +49.1% | +4.7% | +44.4% | +46.7% |
| 3Y | +144.6% | +71.0% | +73.6% | +100.5% |
| 5Y | +466.3% | +15.8% | +450.5% | +421.6% |
| 10Y | +2,024.1% | +287.3% | +1,736.9% | +1,126.1% |
| All | +2,024.1% | +281.5% | +1,742.6% | +1,126.1% |
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