+260.3%
NEE vs LSCC
+1,244.7%
-984.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -2.1% |
| 7D | +3.9% | +13.0% | -9.1% | +2.7% |
| 30D | +12.8% | -19.8% | +32.7% | +14.7% |
| 3M | +3.6% | -18.4% | +22.0% | +4.9% |
| 6M | -7.5% | -16.1% | +8.6% | -7.3% |
| YTD | +10.7% | +42.7% | -32.1% | +4.5% |
| 1Y | +9.1% | +68.0% | -58.9% | +1.2% |
| 3Y | +61.0% | +85.8% | -24.8% | +42.2% |
| 5Y | +16.3% | +28.0% | -11.8% | +3.1% |
| All | +260.3% | +1,244.7% | -984.4% | +155.7% |
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