+423.4%
NFLX vs LSCC
+1,398.6%
-975.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.6% | -1.1% |
| 7D | +2.6% | +19.3% | -16.7% | -1.8% |
| 30D | -9.0% | -9.6% | +0.6% | -7.8% |
| 3M | -13.7% | -12.4% | -1.3% | -12.7% |
| 6M | -26.9% | -10.5% | -16.4% | -28.3% |
| YTD | -31.8% | +54.8% | -86.6% | -43.7% |
| 1Y | -42.1% | +79.4% | -121.4% | -54.3% |
| 3Y | +47.0% | +109.6% | -62.6% | +0.6% |
| 5Y | -2.5% | +40.4% | -42.9% | -28.9% |
| 10Y | +423.4% | +1,379.1% | -955.7% | +72.0% |
| All | +423.4% | +1,398.6% | -975.2% | +72.0% |
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