+45.9%
NFLX vs LSCC
+81.4%
-35.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -3.7% |
| 7D | +2.1% | +13.0% | -10.8% | +1.4% |
| 30D | -9.0% | -19.8% | +10.8% | -7.9% |
| 3M | -14.0% | -18.4% | +4.4% | -13.2% |
| 6M | -28.2% | -16.1% | -12.1% | -28.5% |
| YTD | -32.4% | +42.7% | -75.1% | -37.8% |
| 1Y | -42.2% | +68.0% | -110.2% | -48.3% |
| 3Y | +45.9% | +85.8% | -40.0% | +23.3% |
| All | +45.9% | +81.4% | -35.5% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling