+29.0%
NFLX vs LLY
+364.4%
-335.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.9% |
| 30D | +5.5% | -1.6% | +7.1% | +5.8% |
| 3M | -4.1% | +2.3% | -6.3% | -4.5% |
| 6M | -20.7% | +14.9% | -35.6% | -22.9% |
| YTD | -16.5% | +7.5% | -24.0% | -18.2% |
| 1Y | -37.8% | +55.7% | -93.5% | -43.9% |
| 3Y | +77.9% | +110.6% | -32.7% | +41.8% |
| All | +29.0% | +364.4% | -335.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling