+8,063.7%
NEE vs LH
+1,382.1%
+6,681.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | -2.2% | +4.3% | -6.5% | -2.6% |
| 3M | -1.2% | +25.5% | -26.7% | -3.3% |
| 6M | -8.6% | +17.0% | -25.5% | -10.0% |
| YTD | +6.2% | +31.3% | -25.1% | +3.3% |
| 1Y | +21.1% | +20.0% | +1.1% | +18.8% |
| 3Y | +36.4% | +63.9% | -27.5% | +29.7% |
| 5Y | +11.4% | +30.9% | -19.5% | +7.7% |
| 10Y | +250.0% | +191.4% | +58.6% | +215.6% |
| All | +8,063.7% | +1,382.1% | +6,681.6% | +6,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling