+281.9%
NEE vs LIN
+430.8%
-149.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +12.3% | +7.6% | +4.7% | +8.9% |
| 3M | +3.4% | +6.5% | -3.2% | +0.6% |
| 6M | -5.3% | +6.2% | -11.5% | -8.1% |
| YTD | +10.6% | +23.2% | -12.7% | +0.6% |
| 1Y | +6.5% | +25.4% | -19.0% | -4.0% |
| 3Y | +73.5% | +38.3% | +35.2% | +48.7% |
| 5Y | +17.0% | +64.4% | -47.5% | -8.2% |
| 10Y | +281.9% | +417.3% | -135.4% | +105.3% |
| All | +281.9% | +430.8% | -149.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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