+5,964.1%
NEE vs LNG
+1,108.8%
+4,855.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.6% |
| 7D | +1.1% | -6.2% | +7.2% | +1.2% |
| 30D | -0.2% | +8.0% | -8.2% | -0.4% |
| 3M | +0.5% | +16.9% | -16.4% | +0.2% |
| 6M | -6.5% | +8.7% | -15.2% | -6.8% |
| YTD | +6.7% | +43.0% | -36.3% | +5.8% |
| 1Y | +23.6% | +19.4% | +4.2% | +23.0% |
| 3Y | +37.1% | +74.7% | -37.6% | +35.2% |
| 5Y | +10.9% | +222.4% | -211.5% | +7.8% |
| 10Y | +245.4% | +532.2% | -286.9% | +229.5% |
| All | +5,964.1% | +1,108.8% | +4,855.3% | +5,382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling