+245.4%
NEE vs LII
+167.7%
+77.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | +1.1% | +2.1% | -1.0% | +0.6% |
| 30D | -0.2% | -12.4% | +12.2% | +2.8% |
| 3M | +0.5% | -24.8% | +25.3% | +6.4% |
| 6M | -6.5% | -25.2% | +18.6% | -1.5% |
| YTD | +6.7% | -20.3% | +27.0% | +10.4% |
| 1Y | +23.6% | -32.9% | +56.5% | +33.2% |
| 3Y | +37.1% | +2.0% | +35.1% | +26.7% |
| 5Y | +10.9% | +24.4% | -13.5% | -6.6% |
| 10Y | +245.4% | +167.2% | +78.1% | +139.3% |
| All | +245.4% | +167.7% | +77.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling