+31.9%
NXPI vs LH
+44.2%
-12.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.4% |
| 7D | +5.3% | +2.1% | +3.2% | +5.1% |
| 30D | +9.5% | +19.2% | -9.6% | +7.9% |
| 3M | +12.0% | +18.0% | -6.0% | +10.3% |
| 6M | -8.1% | +46.1% | -54.2% | -12.4% |
| YTD | +23.7% | +47.7% | -24.0% | +17.1% |
| 1Y | +31.9% | +47.2% | -15.3% | +26.1% |
| All | +31.9% | +44.2% | -12.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling