+20,705.6%
LLY vs NEE
+7,547.6%
+13,158.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.5% | +3.9% | -8.4% | -5.8% |
| 30D | +13.9% | +12.8% | +1.1% | +9.3% |
| 3M | +13.8% | +3.6% | +10.2% | +12.3% |
| 6M | +37.6% | -7.5% | +45.1% | +41.0% |
| YTD | +26.6% | +10.7% | +15.9% | +21.7% |
| 1Y | +45.3% | +9.1% | +36.3% | +40.4% |
| 3Y | +132.2% | +61.0% | +71.2% | +89.8% |
| 5Y | +434.7% | +16.3% | +418.4% | +380.1% |
| 10Y | +2,084.3% | +264.6% | +1,819.7% | +1,136.2% |
| All | +20,705.6% | +7,547.6% | +13,158.1% | +3,473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling