+2,835.3%
NEE vs LII
+3,124.4%
-289.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +1.9% | -0.7% | +2.7% | +2.0% |
| 30D | -2.2% | -12.6% | +10.5% | 0.0% |
| 3M | -1.2% | -24.4% | +23.3% | +2.9% |
| 6M | -8.6% | -28.7% | +20.1% | -4.2% |
| YTD | +6.2% | -19.1% | +25.3% | +8.8% |
| 1Y | +21.1% | -29.7% | +50.8% | +26.7% |
| 3Y | +36.4% | +4.8% | +31.6% | +31.1% |
| 5Y | +11.4% | +24.6% | -13.2% | +2.6% |
| 10Y | +250.0% | +169.2% | +80.8% | +182.1% |
| All | +2,835.3% | +3,124.4% | -289.0% | +1,580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling