-39.3%
NFLX vs LLY
+60.1%
-99.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +7.1% | +10.1% | -3.0% | +5.8% |
| 30D | -1.6% | +24.0% | -25.7% | -4.1% |
| 3M | -9.8% | +27.3% | -37.0% | -12.1% |
| 6M | -27.1% | +47.0% | -74.0% | -28.7% |
| YTD | -29.2% | +32.6% | -61.8% | -31.3% |
| 1Y | -39.3% | +57.3% | -96.6% | -42.2% |
| All | -39.3% | +60.1% | -99.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling