+281.9%
NEE vs LII
+170.7%
+111.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +2.2% | -1.2% | +3.3% | +2.4% |
| 30D | +12.3% | -2.0% | +14.2% | +12.6% |
| 3M | +3.4% | -20.2% | +23.6% | +8.7% |
| 6M | -5.3% | -32.5% | +27.2% | +2.4% |
| YTD | +10.6% | -27.4% | +37.9% | +16.6% |
| 1Y | +6.5% | -28.2% | +34.6% | +12.5% |
| 3Y | +73.5% | -7.2% | +80.8% | +64.1% |
| 5Y | +17.0% | +19.9% | -2.9% | -1.1% |
| 10Y | +281.9% | +168.6% | +113.2% | +162.6% |
| All | +281.9% | +170.7% | +111.1% | +162.6% |
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