+21.5%
NFLX vs LTH
+156.3%
-134.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -5.0% | +1.5% | -6.5% | -5.3% |
| 30D | +3.5% | -3.1% | +6.6% | +4.2% |
| 3M | -7.1% | +28.1% | -35.2% | -12.7% |
| 6M | -22.5% | +67.4% | -89.9% | -32.5% |
| YTD | -18.1% | +59.8% | -77.9% | -28.2% |
| 1Y | -38.3% | +45.6% | -83.9% | -44.8% |
| 3Y | +73.4% | +162.0% | -88.6% | +27.7% |
| All | +21.5% | +156.3% | -134.8% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling