+448.2%
NFLX vs LEN
+136.9%
+311.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | -5.8% | +3.8% | -0.7% |
| 30D | -11.9% | +13.7% | -25.6% | -14.5% |
| 3M | -20.6% | -3.9% | -16.7% | -20.2% |
| 6M | -29.0% | -0.4% | -28.6% | -29.5% |
| YTD | -33.7% | -16.8% | -16.9% | -32.1% |
| 1Y | -46.2% | -29.5% | -16.7% | -42.9% |
| 3Y | +39.8% | -25.6% | +65.4% | +40.7% |
| 5Y | -9.0% | -13.2% | +4.3% | -14.7% |
| All | +448.2% | +136.9% | +311.2% | +309.3% |
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