+70.7%
NEE vs LII
-8.2%
+78.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -2.1% | +2.9% | -5.0% | -2.5% |
| 30D | +8.6% | +0.9% | +7.7% | +8.4% |
| 3M | -0.3% | -15.5% | +15.2% | +1.7% |
| 6M | -8.9% | -30.2% | +21.3% | -5.5% |
| YTD | +8.3% | -26.8% | +35.2% | +11.5% |
| 1Y | +4.3% | -25.3% | +29.5% | +7.0% |
| 3Y | +70.7% | -7.8% | +78.5% | +59.4% |
| All | +70.7% | -8.2% | +78.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling