+610.7%
NFLX vs LITE
+4,637.9%
-4,027.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -6.0% |
| 7D | -4.2% | -1.5% | -2.7% | -4.1% |
| 30D | +5.5% | +6.7% | -1.2% | +3.4% |
| 3M | -4.1% | -6.8% | +2.7% | -5.4% |
| 6M | -20.7% | +29.4% | -50.1% | -28.6% |
| YTD | -16.5% | +139.1% | -155.6% | -34.5% |
| 1Y | -37.8% | +521.0% | -558.8% | -61.4% |
| 3Y | +77.9% | +1,535.3% | -1,457.4% | -17.4% |
| 5Y | +32.5% | +889.8% | -857.3% | -32.0% |
| 10Y | +703.6% | +2,400.7% | -1,697.2% | +235.0% |
| All | +610.7% | +4,637.9% | -4,027.2% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling