+452.9%
NFLX vs LDOS
+228.4%
+224.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | -4.4% | -3.5% | -0.9% | -3.5% |
| 30D | -11.0% | +9.5% | -20.6% | -13.3% |
| 3M | -15.5% | -6.3% | -9.2% | -14.4% |
| 6M | -28.5% | +2.8% | -31.3% | -29.6% |
| YTD | -33.1% | -26.6% | -6.5% | -28.6% |
| 1Y | -45.8% | -31.3% | -14.6% | -41.2% |
| 3Y | +40.2% | +30.9% | +9.2% | +23.0% |
| 5Y | -8.2% | +49.4% | -57.5% | -23.8% |
| All | +452.9% | +228.4% | +224.5% | +217.0% |
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