+8,229.0%
NEE vs LH
+1,579.7%
+6,649.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +8.6% | +16.7% | -8.1% | +7.0% |
| 3M | -0.3% | +15.1% | -15.4% | -1.7% |
| 6M | -8.9% | +46.3% | -55.3% | -12.3% |
| YTD | +8.3% | +48.8% | -40.4% | +4.1% |
| 1Y | +4.3% | +39.7% | -35.4% | +0.8% |
| 3Y | +70.7% | +87.0% | -16.3% | +60.2% |
| 5Y | +12.8% | +53.0% | -40.2% | +7.4% |
| 10Y | +287.2% | +264.3% | +22.9% | +243.1% |
| All | +8,229.0% | +1,579.7% | +6,649.3% | +6,891.2% |
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