+13.0%
NEE vs LSCC
+42.8%
-29.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -3.4% | +21.2% | -24.6% | -4.6% |
| 30D | +9.0% | -1.9% | +10.9% | +8.9% |
| 3M | +0.2% | -8.1% | +8.2% | +0.4% |
| 6M | -8.5% | -5.2% | -3.2% | -9.1% |
| YTD | +8.6% | +61.5% | -53.0% | +2.7% |
| 1Y | +2.2% | +81.3% | -79.1% | -4.4% |
| 3Y | +69.1% | +108.7% | -39.6% | +50.4% |
| 5Y | +13.0% | +44.1% | -31.1% | -3.2% |
| All | +13.0% | +42.8% | -29.8% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling