+45.9%
NFLX vs LLY
+142.0%
-96.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | +2.1% | -4.5% | +6.6% | +2.8% |
| 30D | -9.0% | +13.9% | -22.9% | -10.7% |
| 3M | -14.0% | +13.8% | -27.7% | -15.6% |
| 6M | -28.2% | +37.6% | -65.8% | -31.1% |
| YTD | -32.4% | +26.6% | -59.0% | -34.7% |
| 1Y | -42.2% | +45.3% | -87.5% | -45.4% |
| 3Y | +45.9% | +132.2% | -86.4% | +25.5% |
| All | +45.9% | +142.0% | -96.2% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling