+23.8%
NFLX vs LTH
+160.9%
-137.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.4% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | +5.5% | -4.6% | +10.0% | +6.5% |
| 3M | -4.1% | +32.8% | -36.9% | -10.6% |
| 6M | -20.7% | +64.6% | -85.3% | -30.6% |
| YTD | -16.5% | +62.6% | -79.2% | -27.1% |
| 1Y | -37.8% | +49.9% | -87.7% | -44.7% |
| 3Y | +77.9% | +151.3% | -73.4% | +33.1% |
| All | +23.8% | +160.9% | -137.1% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling