+27.0%
NFLX vs LOW
+5.8%
+21.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -8.1% | -2.6% | -5.4% | -7.3% |
| 30D | +1.6% | -11.1% | +12.8% | +5.7% |
| 3M | -7.3% | -8.5% | +1.2% | -4.6% |
| 6M | -21.6% | -20.8% | -0.7% | -15.8% |
| YTD | -18.9% | -17.2% | -1.7% | -15.0% |
| 1Y | -39.1% | -24.7% | -14.3% | -33.8% |
| 3Y | +71.7% | -9.7% | +81.4% | +65.4% |
| 5Y | +27.0% | +6.0% | +21.0% | +10.1% |
| All | +27.0% | +5.8% | +21.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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