+244.8%
NEE vs LNG
+562.2%
-317.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -4.7% | +3.3% | -0.8% |
| 30D | -3.3% | +3.8% | -7.1% | -3.8% |
| 3M | -2.3% | +16.2% | -18.4% | -4.2% |
| 6M | -8.9% | +11.7% | -20.6% | -10.4% |
| YTD | +4.8% | +44.2% | -39.4% | -0.5% |
| 1Y | +18.7% | +18.6% | +0.2% | +15.6% |
| 3Y | +33.2% | +77.4% | -44.2% | +22.4% |
| 5Y | +10.9% | +232.3% | -221.4% | -7.4% |
| All | +244.8% | +562.2% | -317.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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