+244.8%
NEE vs LVS
0.0%
+244.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -3.5% | +2.1% | -1.0% |
| 30D | -3.3% | -6.2% | +2.9% | -2.8% |
| 3M | -2.3% | -14.8% | +12.6% | -1.0% |
| 6M | -8.9% | -20.9% | +12.0% | -7.2% |
| YTD | +4.8% | -33.0% | +37.8% | +8.1% |
| 1Y | +18.7% | -20.0% | +38.7% | +20.2% |
| 3Y | +33.2% | -6.9% | +40.2% | +31.6% |
| 5Y | +10.9% | +9.1% | +1.8% | +6.0% |
| All | +244.8% | 0.0% | +244.8% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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