+17.7%
NXPI vs LEN
-12.1%
+29.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +0.1% |
| 7D | +0.7% | -2.9% | +3.5% | +2.1% |
| 30D | -6.6% | -8.9% | +2.2% | -2.5% |
| 3M | -25.4% | -10.9% | -14.5% | -21.8% |
| 6M | +11.9% | -19.7% | +31.6% | +22.9% |
| YTD | +4.0% | -20.6% | +24.6% | +14.0% |
| 1Y | +1.0% | -42.4% | +43.5% | +30.4% |
| 3Y | +16.3% | -26.5% | +42.9% | +23.3% |
| 5Y | +17.7% | -10.9% | +28.6% | +4.9% |
| All | +17.7% | -12.1% | +29.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling