-8.5%
NFLX vs LITE
+547.2%
-555.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -2.0% | +10.8% | -12.8% | -3.0% |
| 30D | -11.9% | -33.4% | +21.5% | -9.2% |
| 3M | -20.6% | -32.2% | +11.7% | -19.1% |
| 6M | -29.0% | -42.1% | +13.1% | -27.4% |
| YTD | -33.7% | +61.9% | -95.6% | -45.6% |
| 1Y | -46.2% | +163.0% | -209.1% | -60.7% |
| 3Y | +39.8% | +1,358.0% | -1,318.2% | -43.3% |
| All | -8.5% | +547.2% | -555.7% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling