-39.3%
NFLX vs LITE
+233.7%
-273.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.9% | +12.5% | +4.2% |
| 7D | +7.1% | -31.4% | +38.5% | +5.0% |
| 30D | -1.6% | -42.6% | +40.9% | -4.2% |
| 3M | -9.8% | -26.2% | +16.5% | -10.9% |
| 6M | -27.1% | -35.8% | +8.7% | -27.7% |
| YTD | -29.2% | +70.0% | -99.2% | -31.1% |
| 1Y | -39.3% | +232.7% | -272.0% | -44.1% |
| All | -39.3% | +233.7% | -273.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling