+2,959.2%
NEE vs LII
+2,734.1%
+225.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | +3.9% | -0.6% | +4.5% | +4.0% |
| 30D | +12.8% | -4.6% | +17.4% | +13.6% |
| 3M | +3.6% | -21.2% | +24.8% | +7.6% |
| 6M | -7.5% | -36.4% | +29.0% | -1.1% |
| YTD | +10.7% | -28.9% | +39.6% | +15.7% |
| 1Y | +9.1% | -29.5% | +38.6% | +14.1% |
| 3Y | +61.0% | -8.6% | +69.6% | +58.4% |
| 5Y | +16.3% | +20.2% | -3.9% | +7.8% |
| 10Y | +264.6% | +166.2% | +98.4% | +195.0% |
| All | +2,959.2% | +2,734.1% | +225.0% | +1,687.2% |
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