+681.8%
NFLX vs LDOS
+278.0%
+403.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.5% |
| 7D | -4.2% | -5.4% | +1.2% | -3.0% |
| 30D | +5.5% | +4.9% | +0.6% | +4.0% |
| 3M | -4.1% | +7.2% | -11.2% | -6.3% |
| 6M | -20.7% | -24.2% | +3.6% | -15.5% |
| YTD | -16.5% | -25.8% | +9.3% | -11.1% |
| 1Y | -37.8% | -24.7% | -13.1% | -34.1% |
| 3Y | +77.9% | +39.3% | +38.6% | +54.0% |
| 5Y | +32.5% | +43.3% | -10.8% | +12.2% |
| All | +681.8% | +278.0% | +403.8% | +386.0% |
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