-2.7%
NFLX vs LITE
+477.4%
-480.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -8.9% | -3.8% |
| 7D | +2.1% | -35.9% | +38.1% | +5.9% |
| 30D | -9.0% | -51.5% | +42.5% | -3.4% |
| 3M | -14.0% | -35.7% | +21.8% | -12.3% |
| 6M | -28.2% | -43.0% | +14.8% | -27.1% |
| YTD | -32.4% | +46.1% | -78.5% | -43.9% |
| 1Y | -42.2% | +124.7% | -166.9% | -57.0% |
| 3Y | +45.9% | +1,172.1% | -1,126.2% | -39.7% |
| All | -2.7% | +477.4% | -480.1% | -43.7% |
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