+11.3%
NEE vs LVS
+8.6%
+2.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -3.5% | +2.1% | -1.1% |
| 30D | -3.3% | -6.2% | +2.9% | -2.9% |
| 3M | -2.3% | -14.8% | +12.6% | -1.2% |
| 6M | -8.9% | -20.9% | +12.0% | -7.5% |
| YTD | +4.8% | -33.0% | +37.8% | +7.7% |
| 1Y | +18.7% | -20.0% | +38.7% | +20.0% |
| 3Y | +33.2% | -6.9% | +40.2% | +31.0% |
| All | +11.3% | +8.6% | +2.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling