-39.3%
NFLX vs LSCC
+57.8%
-97.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.8% |
| 7D | +7.1% | +3.0% | +4.1% | +7.4% |
| 30D | -1.6% | -19.3% | +17.6% | -3.4% |
| 3M | -9.8% | -22.3% | +12.5% | -11.3% |
| 6M | -27.1% | -14.6% | -12.5% | -27.9% |
| YTD | -29.2% | +45.8% | -75.0% | -28.4% |
| 1Y | -39.3% | +69.6% | -108.9% | -39.7% |
| All | -39.3% | +57.8% | -97.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling