+3,549.0%
LRCX vs NEE
+251.4%
+3,297.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -1.3% | -1.7% | -2.5% |
| 30D | -8.6% | -3.3% | -5.2% | -7.3% |
| 3M | -17.7% | -2.3% | -15.4% | -17.1% |
| 6M | +36.4% | -8.9% | +45.2% | +40.8% |
| YTD | +74.5% | +4.8% | +69.8% | +69.6% |
| 1Y | +159.4% | +18.7% | +140.7% | +138.8% |
| 3Y | +361.6% | +33.2% | +328.3% | +279.4% |
| 5Y | +425.2% | +10.9% | +414.4% | +369.1% |
| All | +3,549.0% | +251.4% | +3,297.7% | +1,907.0% |
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