+495.5%
NFLX vs LITE
+2,640.3%
-2,144.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.7% | +17.4% | +1.4% |
| 7D | +5.7% | -44.6% | +50.2% | +13.9% |
| 30D | -4.6% | -55.0% | +50.5% | +5.5% |
| 3M | -11.6% | -38.3% | +26.7% | -8.3% |
| 6M | -25.4% | -48.8% | +23.3% | -22.2% |
| YTD | -30.1% | +38.3% | -68.4% | -41.9% |
| 1Y | -40.3% | +119.0% | -159.3% | -55.7% |
| 3Y | +51.6% | +1,092.0% | -1,040.4% | -29.3% |
| 5Y | +1.5% | +446.1% | -444.5% | -44.2% |
| 10Y | +437.2% | +1,381.7% | -944.4% | +136.4% |
| All | +495.5% | +2,640.3% | -2,144.9% | +164.4% |
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