+245.4%
NEE vs LEN
+103.6%
+141.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.5% |
| 7D | -1.9% | -7.8% | +5.8% | -0.3% |
| 30D | -3.1% | -11.0% | +7.9% | -0.8% |
| 3M | -2.4% | -12.8% | +10.4% | +0.1% |
| 6M | -8.6% | -20.2% | +11.6% | -4.8% |
| YTD | +4.9% | -23.0% | +28.0% | +9.8% |
| 1Y | +19.4% | -41.8% | +61.2% | +32.4% |
| 3Y | +34.9% | -28.8% | +63.7% | +40.7% |
| 5Y | +11.0% | -12.6% | +23.6% | +8.3% |
| All | +245.4% | +103.6% | +141.8% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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