+10.1%
NEE vs LH
+28.2%
-18.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | -0.5% | -3.2% | +2.6% | +0.5% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -1.8% | +18.6% | -20.5% | -7.4% |
| 6M | -8.8% | +17.9% | -26.8% | -14.1% |
| YTD | +5.2% | +28.9% | -23.7% | -4.1% |
| 1Y | +21.3% | +16.6% | +4.7% | +14.2% |
| 3Y | +35.2% | +63.6% | -28.4% | +9.8% |
| 5Y | +10.1% | +30.0% | -19.9% | -7.5% |
| All | +10.1% | +28.2% | -18.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling