+42,626.2%
NFLX vs LVS
+69.2%
+42,557.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | -4.2% | -1.5% | -2.8% | -4.0% |
| 30D | +5.5% | -3.2% | +8.7% | +6.0% |
| 3M | -4.1% | -12.0% | +7.9% | -2.0% |
| 6M | -20.7% | -19.9% | -0.8% | -17.9% |
| YTD | -16.5% | -30.6% | +14.1% | -11.8% |
| 1Y | -37.8% | -17.7% | -20.0% | -36.3% |
| 3Y | +77.9% | -14.2% | +92.1% | +78.0% |
| 5Y | +32.5% | +9.6% | +22.9% | +24.9% |
| 10Y | +703.6% | +5.7% | +697.9% | +638.4% |
| All | +42,626.2% | +69.2% | +42,557.0% | +30,848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling