-46.2%
NFLX vs LLY
+43.8%
-90.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.0% | +6.6% | -8.6% | -2.7% |
| 30D | -11.9% | +19.4% | -31.4% | -13.7% |
| 3M | -20.6% | +19.6% | -40.1% | -22.3% |
| 6M | -29.0% | +42.6% | -71.6% | -30.4% |
| YTD | -33.7% | +35.0% | -68.7% | -36.0% |
| 1Y | -46.2% | +42.0% | -88.2% | -47.7% |
| All | -46.2% | +43.8% | -90.0% | -47.7% |
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 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