+1.2%
NFLX vs LTH
+183.0%
-181.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +2.6% | +7.0% | -4.4% | +1.0% |
| 30D | -9.0% | +15.4% | -24.5% | -12.1% |
| 3M | -13.7% | +7.0% | -20.8% | -15.4% |
| 6M | -26.9% | +46.9% | -73.8% | -33.7% |
| YTD | -31.8% | +76.4% | -108.2% | -41.6% |
| 1Y | -42.1% | +83.7% | -125.8% | -51.0% |
| 3Y | +47.0% | +248.9% | -201.9% | +0.7% |
| 5Y | -2.5% | +141.8% | -144.3% | -34.6% |
| All | +1.2% | +183.0% | -181.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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