-1.6%
NFLX vs LTH
+180.7%
-182.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -11.9% | +15.7% | -27.6% | -14.9% |
| 3M | -20.6% | +5.0% | -25.6% | -21.7% |
| 6M | -29.0% | +37.7% | -66.7% | -34.6% |
| YTD | -33.7% | +75.0% | -108.7% | -43.2% |
| 1Y | -46.2% | +82.6% | -128.8% | -54.4% |
| 3Y | +39.8% | +241.3% | -201.5% | -3.7% |
| 5Y | -9.0% | +135.4% | -144.4% | -39.0% |
| All | -1.6% | +180.7% | -182.4% | -32.2% |
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