+1,747.1%
NXPI vs LH
+433.0%
+1,314.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +1.9% | -2.5% | +4.4% | +3.5% |
| 30D | -1.4% | +4.3% | -5.8% | -4.2% |
| 3M | -29.1% | +25.5% | -54.6% | -39.3% |
| 6M | +6.2% | +17.0% | -10.8% | -5.2% |
| YTD | +5.9% | +31.3% | -25.4% | -12.6% |
| 1Y | +2.9% | +20.0% | -17.1% | -10.3% |
| 3Y | +14.5% | +63.9% | -49.4% | -20.2% |
| 5Y | +17.1% | +30.9% | -13.8% | -7.2% |
| 10Y | +193.4% | +191.4% | +2.0% | +21.3% |
| All | +1,747.1% | +433.0% | +1,314.1% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling