+409.0%
NFLX vs LITE
+1,381.7%
-972.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -8.9% | -4.1% |
| 7D | +2.1% | -35.9% | +38.1% | +8.1% |
| 30D | -9.0% | -51.5% | +42.5% | -0.3% |
| 3M | -14.0% | -35.7% | +21.8% | -11.1% |
| 6M | -28.2% | -43.0% | +14.8% | -26.4% |
| YTD | -32.4% | +46.1% | -78.5% | -45.0% |
| 1Y | -42.2% | +124.7% | -166.9% | -58.1% |
| 3Y | +45.9% | +1,172.1% | -1,126.2% | -36.9% |
| 5Y | -1.8% | +477.0% | -478.8% | -48.8% |
| All | +409.0% | +1,381.7% | -972.7% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling