+51,846.2%
NFLX vs LH
+878.0%
+50,968.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | -20.6% | +15.1% | -35.7% | -24.4% |
| 6M | -29.0% | +46.3% | -75.4% | -37.9% |
| YTD | -33.7% | +48.8% | -82.5% | -42.6% |
| 1Y | -46.2% | +39.7% | -85.9% | -52.4% |
| 3Y | +39.8% | +87.0% | -47.3% | +9.6% |
| 5Y | -9.0% | +53.0% | -62.0% | -24.4% |
| 10Y | +441.5% | +264.3% | +177.1% | +217.4% |
| All | +51,846.2% | +878.0% | +50,968.2% | +18,237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling