+2,080.1%
LLY vs NEE
+289.4%
+1,790.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | -2.1% | +8.8% | +7.4% |
| 30D | +19.6% | +8.6% | +11.0% | +16.7% |
| 3M | +19.7% | -0.3% | +20.0% | +19.7% |
| 6M | +42.7% | -8.9% | +51.7% | +46.4% |
| YTD | +35.1% | +8.3% | +26.8% | +31.6% |
| 1Y | +42.2% | +4.3% | +37.9% | +40.0% |
| 3Y | +140.8% | +70.7% | +70.0% | +97.4% |
| 5Y | +480.6% | +12.8% | +467.8% | +439.7% |
| All | +2,080.1% | +289.4% | +1,790.7% | +1,154.6% |
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