+20.6%
NEE vs LTH
+174.8%
-154.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | -3.4% | -4.6% | +1.3% | -2.8% |
| 30D | +9.0% | +14.8% | -5.8% | +7.3% |
| 3M | +0.2% | +3.9% | -3.7% | -0.4% |
| 6M | -8.5% | +35.5% | -44.0% | -11.7% |
| YTD | +8.6% | +71.3% | -62.8% | +1.5% |
| 1Y | +2.2% | +75.7% | -73.5% | -4.8% |
| 3Y | +69.1% | +231.9% | -162.8% | +41.1% |
| 5Y | +13.0% | +130.5% | -117.4% | -9.5% |
| All | +20.6% | +174.8% | -154.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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