+667.4%
NFLX vs LNT
+148.3%
+519.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -8.1% | -1.1% | -7.0% | -7.9% |
| 30D | +1.6% | -1.9% | +3.6% | +1.9% |
| 3M | -7.3% | -7.2% | -0.1% | -6.4% |
| 6M | -21.6% | -3.9% | -17.7% | -21.2% |
| YTD | -18.9% | +5.9% | -24.8% | -19.6% |
| 1Y | -39.1% | +8.4% | -47.4% | -39.8% |
| 3Y | +71.7% | +46.6% | +25.1% | +61.9% |
| 5Y | +27.0% | +32.4% | -5.5% | +20.9% |
| All | +667.4% | +148.3% | +519.1% | +563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling