+443.8%
LLY vs NEE
+16.3%
+427.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -4.5% | +3.9% | -8.4% | -5.3% |
| 30D | +13.9% | +12.8% | +1.1% | +11.0% |
| 3M | +13.8% | +3.6% | +10.2% | +12.8% |
| 6M | +37.6% | -7.5% | +45.1% | +39.7% |
| YTD | +26.6% | +10.7% | +15.9% | +24.0% |
| 1Y | +45.3% | +9.1% | +36.3% | +42.8% |
| 3Y | +132.2% | +61.0% | +71.2% | +106.4% |
| All | +443.8% | +16.3% | +427.6% | +440.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling