+448.2%
NFLX vs LSCC
+1,351.6%
-903.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.4% |
| 7D | -2.0% | +7.0% | -9.0% | -3.7% |
| 30D | -11.9% | -2.3% | -9.6% | -12.4% |
| 3M | -20.6% | -12.5% | -8.0% | -19.7% |
| 6M | -29.0% | -10.6% | -18.4% | -30.4% |
| YTD | -33.7% | +52.7% | -86.4% | -45.2% |
| 1Y | -46.2% | +74.0% | -120.1% | -57.2% |
| 3Y | +39.8% | +104.8% | -65.0% | -3.8% |
| 5Y | -9.0% | +36.2% | -45.2% | -33.2% |
| All | +448.2% | +1,351.6% | -903.4% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling