+1.5%
NFLX vs LITE
+468.9%
-467.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.7% | +17.4% | +0.5% |
| 7D | +5.7% | -44.6% | +50.2% | +11.1% |
| 30D | -4.6% | -55.0% | +50.5% | +2.1% |
| 3M | -11.6% | -38.3% | +26.7% | -9.6% |
| 6M | -25.4% | -48.8% | +23.3% | -23.3% |
| YTD | -30.1% | +38.3% | -68.4% | -41.7% |
| 1Y | -40.3% | +119.0% | -159.3% | -55.7% |
| 3Y | +51.6% | +1,092.0% | -1,040.4% | -36.6% |
| 5Y | +1.5% | +446.1% | -444.5% | -40.2% |
| All | +1.5% | +468.9% | -467.3% | -40.2% |
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