+1,618.5%
NEE vs LVS
+67.7%
+1,550.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -0.2% | -3.9% | +3.7% | 0.0% |
| 3M | +0.5% | -12.9% | +13.4% | +1.5% |
| 6M | -6.5% | -16.9% | +10.4% | -5.5% |
| YTD | +6.7% | -31.2% | +37.9% | +9.3% |
| 1Y | +23.6% | -16.4% | +40.0% | +24.6% |
| 3Y | +37.1% | -4.4% | +41.6% | +36.0% |
| 5Y | +10.9% | +6.7% | +4.3% | +7.4% |
| 10Y | +245.4% | +1.4% | +243.9% | +228.4% |
| All | +1,618.5% | +67.7% | +1,550.7% | +1,394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling