+17.0%
NEE vs LTH
+142.3%
-125.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.2% | +7.0% | -4.9% | +1.4% |
| 30D | +12.3% | +15.4% | -3.2% | +10.4% |
| 3M | +3.4% | +7.0% | -3.6% | +2.5% |
| 6M | -5.3% | +46.9% | -52.2% | -9.5% |
| YTD | +10.6% | +76.4% | -65.9% | +3.0% |
| 1Y | +6.5% | +83.7% | -77.3% | -1.3% |
| 3Y | +73.5% | +248.9% | -175.4% | +43.7% |
| 5Y | +17.0% | +141.8% | -124.9% | -6.4% |
| All | +17.0% | +142.3% | -125.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling