+7,238.0%
NEE vs LEN
+10,533.4%
-3,295.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | -2.2% | -4.9% | +2.7% | -1.7% |
| 3M | -1.2% | -8.5% | +7.3% | -0.4% |
| 6M | -8.6% | -20.7% | +12.1% | -6.5% |
| YTD | +6.2% | -17.4% | +23.6% | +8.0% |
| 1Y | +21.1% | -38.2% | +59.4% | +27.0% |
| 3Y | +36.4% | -24.9% | +61.3% | +39.0% |
| 5Y | +11.4% | -11.4% | +22.8% | +10.5% |
| 10Y | +250.0% | +110.0% | +140.0% | +209.0% |
| All | +7,238.0% | +10,533.4% | -3,295.5% | +4,629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling