-7.7%
NFLX vs LVS
+5.8%
-13.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.2% |
| 7D | -4.4% | -3.9% | -0.5% | -3.3% |
| 30D | -11.0% | +7.1% | -18.1% | -12.8% |
| 3M | -15.5% | -13.2% | -2.3% | -12.1% |
| 6M | -28.5% | -22.8% | -5.7% | -23.2% |
| YTD | -33.1% | -38.0% | +4.9% | -24.1% |
| 1Y | -45.8% | -39.5% | -6.4% | -38.2% |
| 3Y | +40.2% | -12.2% | +52.3% | +36.1% |
| All | -7.7% | +5.8% | -13.5% | -21.3% |
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 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