+50.8%
NFLX vs LITE
+1,099.6%
-1,048.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.7% | +17.4% | -0.7% |
| 7D | +5.7% | -44.6% | +50.2% | +7.3% |
| 30D | -4.6% | -55.0% | +50.5% | -2.4% |
| 3M | -11.6% | -38.3% | +26.7% | -11.2% |
| 6M | -25.4% | -48.8% | +23.3% | -24.7% |
| YTD | -30.1% | +38.3% | -68.4% | -37.4% |
| 1Y | -40.3% | +119.0% | -159.3% | -50.2% |
| All | +50.8% | +1,099.6% | -1,048.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling