+285.0%
NEE vs LII
+166.1%
+118.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +9.0% | -0.6% | +9.6% | +9.0% |
| 3M | +0.2% | -17.0% | +17.2% | +4.4% |
| 6M | -8.5% | -31.1% | +22.6% | -1.5% |
| YTD | +8.6% | -27.7% | +36.2% | +14.6% |
| 1Y | +2.2% | -26.2% | +28.3% | +7.2% |
| 3Y | +69.1% | -9.6% | +78.7% | +61.1% |
| 5Y | +13.0% | +15.7% | -2.6% | -3.4% |
| All | +285.0% | +166.1% | +118.9% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling