+244.6%
NEE vs LSCC
+1,763.3%
-1,518.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | -2.2% | -9.7% | +7.5% | -1.3% |
| 3M | -1.2% | -23.7% | +22.5% | +0.7% |
| 6M | -8.6% | +26.5% | -35.0% | -11.7% |
| YTD | +6.2% | +57.5% | -51.3% | 0.0% |
| 1Y | +21.1% | +75.7% | -54.6% | +12.4% |
| 3Y | +36.4% | +19.5% | +16.9% | +28.3% |
| 5Y | +11.4% | +83.8% | -72.4% | -4.5% |
| All | +244.6% | +1,763.3% | -1,518.8% | +146.8% |
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