+7,386.6%
NEE vs LEN
+10,606.4%
-3,219.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -5.8% | +3.7% | -1.5% |
| 30D | +8.6% | +13.7% | -5.1% | +7.0% |
| 3M | -0.3% | -3.9% | +3.6% | 0.0% |
| 6M | -8.9% | -0.4% | -8.6% | -9.2% |
| YTD | +8.3% | -16.8% | +25.2% | +9.9% |
| 1Y | +4.3% | -29.5% | +33.7% | +7.7% |
| 3Y | +70.7% | -25.6% | +96.3% | +74.1% |
| 5Y | +12.8% | -13.2% | +26.0% | +12.1% |
| 10Y | +287.2% | +138.5% | +148.8% | +237.5% |
| All | +7,386.6% | +10,606.4% | -3,219.8% | +4,713.5% |
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