+74.4%
NFLX vs LSCC
+20.0%
+54.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -5.5% |
| 7D | -4.2% | +1.3% | -5.6% | -4.3% |
| 30D | +5.5% | -9.7% | +15.1% | +6.1% |
| 3M | -4.1% | -23.7% | +19.7% | -2.6% |
| 6M | -20.7% | +26.5% | -47.2% | -24.2% |
| YTD | -16.5% | +57.5% | -74.1% | -22.9% |
| 1Y | -37.8% | +75.7% | -113.5% | -43.7% |
| All | +74.4% | +20.0% | +54.4% | +47.6% |
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