+284.2%
NEE vs LEN
+136.9%
+147.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -5.8% | +3.7% | -0.9% |
| 30D | +8.6% | +13.7% | -5.1% | +5.6% |
| 3M | -0.3% | -3.9% | +3.6% | +0.1% |
| 6M | -8.9% | -0.4% | -8.6% | -9.6% |
| YTD | +8.3% | -16.8% | +25.2% | +11.2% |
| 1Y | +4.3% | -29.5% | +33.7% | +10.7% |
| 3Y | +70.7% | -25.6% | +96.3% | +76.2% |
| 5Y | +12.8% | -13.2% | +26.0% | +9.8% |
| All | +284.2% | +136.9% | +147.3% | +185.8% |
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