+244.8%
NEE vs LH
+183.3%
+61.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.7% |
| 7D | -1.3% | -4.7% | +3.4% | +0.3% |
| 30D | -3.3% | -3.5% | +0.2% | -2.2% |
| 3M | -2.3% | +17.7% | -19.9% | -8.1% |
| 6M | -8.9% | +15.8% | -24.6% | -14.1% |
| YTD | +4.8% | +25.1% | -20.3% | -4.3% |
| 1Y | +18.7% | +12.5% | +6.2% | +12.5% |
| 3Y | +33.2% | +59.8% | -26.5% | +8.9% |
| 5Y | +10.9% | +27.1% | -16.2% | -2.9% |
| All | +244.8% | +183.3% | +61.6% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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