+65,302.9%
NFLX vs LLY
+3,373.0%
+61,929.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.1% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | +5.5% | -1.6% | +7.1% | +5.9% |
| 3M | -4.1% | +2.3% | -6.3% | -4.9% |
| 6M | -20.7% | +14.9% | -35.6% | -24.6% |
| YTD | -16.5% | +7.5% | -24.0% | -19.6% |
| 1Y | -37.8% | +55.7% | -93.5% | -47.0% |
| 3Y | +77.9% | +110.6% | -32.7% | +30.9% |
| 5Y | +32.5% | +363.4% | -330.9% | -27.6% |
| 10Y | +703.6% | +1,649.0% | -945.4% | +156.2% |
| All | +65,302.9% | +3,373.0% | +61,929.9% | +12,169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling