+423.4%
NFLX vs LLY
+2,040.2%
-1,616.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -9.0% | +19.7% | -28.8% | -12.9% |
| 3M | -13.7% | +19.3% | -33.0% | -17.4% |
| 6M | -26.9% | +49.3% | -76.2% | -33.7% |
| YTD | -31.8% | +32.0% | -63.8% | -36.9% |
| 1Y | -42.1% | +53.7% | -95.8% | -48.5% |
| 3Y | +47.0% | +143.7% | -96.8% | +10.9% |
| 5Y | -2.5% | +463.9% | -466.4% | -45.0% |
| 10Y | +423.4% | +2,006.3% | -1,583.0% | +83.7% |
| All | +423.4% | +2,040.2% | -1,616.8% | +83.7% |
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