+281.9%
NEE vs LSCC
+1,398.6%
-1,116.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -0.8% |
| 7D | +2.2% | +19.3% | -17.2% | +0.5% |
| 30D | +12.3% | -9.6% | +21.9% | +12.9% |
| 3M | +3.4% | -12.4% | +15.8% | +4.1% |
| 6M | -5.3% | -10.5% | +5.1% | -5.6% |
| YTD | +10.6% | +54.8% | -44.2% | +3.6% |
| 1Y | +6.5% | +79.4% | -72.9% | -1.8% |
| 3Y | +73.5% | +109.6% | -36.1% | +51.4% |
| 5Y | +17.0% | +40.4% | -23.4% | +2.9% |
| 10Y | +281.9% | +1,379.1% | -1,097.2% | +171.4% |
| All | +281.9% | +1,398.6% | -1,116.7% | +171.4% |
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