+7,386.6%
NEE vs LNT
+3,444.2%
+3,942.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.1% | +1.0% | -3.2% | -2.7% |
| 30D | +8.6% | +9.6% | -1.0% | +2.7% |
| 3M | -0.3% | +5.4% | -5.7% | -3.5% |
| 6M | -8.9% | +3.1% | -12.0% | -10.8% |
| YTD | +8.3% | +16.5% | -8.1% | -1.5% |
| 1Y | +4.3% | +12.3% | -8.1% | -3.0% |
| 3Y | +70.7% | +70.3% | +0.4% | +23.8% |
| 5Y | +12.8% | +56.4% | -43.6% | -13.8% |
| 10Y | +287.2% | +184.3% | +102.9% | +114.0% |
| All | +7,386.6% | +3,444.2% | +3,942.4% | +1,349.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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