-20.7%
NFLX vs LITE
+21.4%
-42.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -5.0% |
| 7D | -4.2% | -1.5% | -2.7% | -4.3% |
| 30D | +5.5% | +6.7% | -1.2% | +6.1% |
| 3M | -4.1% | -6.8% | +2.7% | -3.2% |
| 6M | -20.7% | +29.4% | -50.1% | -18.8% |
| All | -20.7% | +21.4% | -42.1% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling