+670.3%
NFLX vs LLY
+1,542.3%
-872.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -5.0% | -3.1% | -1.9% | -4.3% |
| 30D | +3.5% | -5.1% | +8.6% | +4.8% |
| 3M | -7.1% | -2.1% | -5.0% | -6.8% |
| 6M | -22.5% | +13.8% | -36.3% | -25.2% |
| YTD | -18.1% | +5.1% | -23.2% | -19.9% |
| 1Y | -38.3% | +53.1% | -91.4% | -45.6% |
| 3Y | +73.4% | +95.6% | -22.3% | +37.3% |
| 5Y | +26.7% | +361.5% | -334.8% | -25.2% |
| 10Y | +670.3% | +1,545.2% | -874.9% | +199.8% |
| All | +670.3% | +1,542.3% | -872.0% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling