+409.0%
NFLX vs LDOS
+248.5%
+160.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.7% |
| 7D | +2.1% | -7.2% | +9.3% | +4.0% |
| 30D | -9.0% | +16.8% | -25.9% | -12.7% |
| 3M | -14.0% | -1.6% | -12.4% | -13.9% |
| 6M | -28.2% | -1.0% | -27.2% | -28.6% |
| YTD | -32.4% | -25.8% | -6.6% | -28.1% |
| 1Y | -42.2% | -31.1% | -11.1% | -37.4% |
| 3Y | +45.9% | +32.8% | +13.1% | +27.8% |
| 5Y | -1.8% | +49.4% | -51.2% | -18.2% |
| All | +409.0% | +248.5% | +160.5% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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