+291.2%
NEE vs LSCC
+1,498.6%
-1,207.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -1.2% |
| 7D | -2.8% | +14.5% | -17.3% | -4.0% |
| 30D | +9.5% | -0.1% | +9.6% | +9.1% |
| 3M | +1.0% | -2.7% | +3.7% | +0.7% |
| 6M | -8.0% | -4.8% | -3.2% | -8.8% |
| YTD | +9.4% | +66.9% | -57.4% | +1.9% |
| 1Y | +3.1% | +85.8% | -82.7% | -5.1% |
| 3Y | +70.5% | +115.6% | -45.1% | +48.7% |
| 5Y | +15.2% | +48.8% | -33.6% | +0.8% |
| 10Y | +291.2% | +1,490.3% | -1,199.1% | +177.7% |
| All | +291.2% | +1,498.6% | -1,207.4% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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