It's a butterfly peacock. They are on the East Coast, Miami area mostly. They made their way to Naples on the West coast through the various canal systems. They are not supposed to be this far north, this is the farthest North I've ever seen one. I'm guessing someone had some in an aquarium or was breeding / selling and decided to can the operation and dumped them in this lake. This is the only larger one I've seen, but there's a bunch in the 6" range.