+681.4%
NFLX vs LEN
+108.0%
+573.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | -1.1% | -4.8% | +3.7% | -0.1% |
| 30D | +4.3% | -6.6% | +10.9% | +5.8% |
| 3M | -4.8% | -15.7% | +10.9% | -1.4% |
| 6M | -18.4% | -16.6% | -1.8% | -15.8% |
| YTD | -17.4% | -21.3% | +3.9% | -14.1% |
| 1Y | -35.7% | -42.0% | +6.3% | -28.6% |
| 3Y | +73.8% | -27.9% | +101.7% | +76.1% |
| 5Y | +29.3% | -10.7% | +40.0% | +21.1% |
| All | +681.4% | +108.0% | +573.4% | +510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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