+448.2%
NFLX vs LH
+261.9%
+186.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -11.9% | +16.7% | -28.7% | -16.4% |
| 3M | -20.6% | +15.1% | -35.7% | -24.3% |
| 6M | -29.0% | +46.3% | -75.4% | -37.5% |
| YTD | -33.7% | +48.8% | -82.5% | -42.2% |
| 1Y | -46.2% | +39.7% | -85.9% | -52.1% |
| 3Y | +39.8% | +87.0% | -47.3% | +10.2% |
| 5Y | -9.0% | +53.0% | -62.0% | -24.3% |
| All | +448.2% | +261.9% | +186.3% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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