+39.8%
NFLX vs LLY
+148.2%
-108.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | -2.0% | +6.7% | -8.7% | -2.9% |
| 30D | -11.9% | +19.6% | -31.5% | -14.2% |
| 3M | -20.6% | +19.7% | -40.3% | -22.7% |
| 6M | -29.0% | +42.7% | -71.8% | -32.4% |
| YTD | -33.7% | +35.1% | -68.8% | -36.6% |
| 1Y | -46.2% | +42.2% | -88.3% | -49.0% |
| 3Y | +39.8% | +140.8% | -101.0% | +17.3% |
| All | +39.8% | +148.2% | -108.4% | +17.3% |
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