+65,302.9%
NFLX vs LH
+762.9%
+64,540.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -4.9% |
| 7D | -4.2% | -2.5% | -1.8% | -3.4% |
| 30D | +5.5% | +4.3% | +1.1% | +3.9% |
| 3M | -4.1% | +25.5% | -29.6% | -11.3% |
| 6M | -20.7% | +17.0% | -37.7% | -25.1% |
| YTD | -16.5% | +31.3% | -47.8% | -24.4% |
| 1Y | -37.8% | +20.0% | -57.7% | -42.1% |
| 3Y | +77.9% | +63.9% | +14.0% | +45.9% |
| 5Y | +32.5% | +30.9% | +1.7% | +16.3% |
| 10Y | +703.6% | +191.4% | +512.2% | +408.6% |
| All | +65,302.9% | +762.9% | +64,540.0% | +24,043.6% |
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