+27.2%
NFLX vs LVS
+5.2%
+22.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -8.1% | -2.7% | -5.4% | -7.4% |
| 30D | -0.3% | -4.7% | +4.3% | +1.0% |
| 3M | -6.6% | -15.6% | +9.0% | -2.4% |
| 6M | -22.7% | -18.6% | -4.0% | -18.7% |
| YTD | -18.9% | -32.3% | +13.4% | -10.8% |
| 1Y | -39.8% | -18.0% | -21.8% | -37.7% |
| 3Y | +71.7% | -5.8% | +77.5% | +64.5% |
| 5Y | +27.2% | +5.7% | +21.5% | +9.2% |
| All | +27.2% | +5.2% | +22.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling