+448.2%
NFLX vs LVS
-10.5%
+458.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -11.9% | +10.0% | -21.9% | -14.2% |
| 3M | -20.6% | -11.0% | -9.5% | -18.1% |
| 6M | -29.0% | -20.1% | -8.9% | -24.8% |
| YTD | -33.7% | -36.3% | +2.6% | -26.0% |
| 1Y | -46.2% | -36.8% | -9.3% | -39.8% |
| 3Y | +39.8% | -9.5% | +49.3% | +36.4% |
| 5Y | -9.0% | +9.3% | -18.3% | -18.8% |
| All | +448.2% | -10.5% | +458.7% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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