+210.0%
NXPI vs LEN
+103.6%
+106.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +3.0% |
| 7D | +0.7% | -7.8% | +8.4% | +4.3% |
| 30D | -4.2% | -11.0% | +6.8% | +0.8% |
| 3M | -20.4% | -12.8% | -7.6% | -16.1% |
| 6M | +12.5% | -20.2% | +32.7% | +22.9% |
| YTD | +5.2% | -23.0% | +28.3% | +16.2% |
| 1Y | +5.1% | -41.8% | +46.9% | +31.4% |
| 3Y | +17.7% | -28.8% | +46.5% | +29.6% |
| 5Y | +16.8% | -12.6% | +29.4% | +14.2% |
| All | +210.0% | +103.6% | +106.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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