+95.6%
LLY vs NEE
+38.3%
+57.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | -2.1% | +0.5% | -2.6% | -2.2% |
| 6M | +13.8% | -6.5% | +20.4% | +15.2% |
| YTD | +5.1% | +6.7% | -1.6% | +4.6% |
| 1Y | +53.1% | +23.6% | +29.5% | +49.9% |
| 3Y | +95.6% | +37.1% | +58.5% | +82.2% |
| All | +95.6% | +38.3% | +57.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling