+212.4%
NXPI vs LNT
+186.9%
+25.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +6.8% | +1.0% | +5.7% | +6.4% |
| 30D | +20.0% | +9.6% | +10.4% | +16.7% |
| 3M | +14.8% | +5.4% | +9.4% | +12.9% |
| 6M | -10.5% | +3.1% | -13.6% | -11.8% |
| YTD | +23.7% | +16.5% | +7.3% | +16.9% |
| 1Y | +34.1% | +12.3% | +21.8% | +28.0% |
| 3Y | +51.2% | +70.3% | -19.1% | +22.1% |
| 5Y | +33.4% | +56.4% | -23.0% | +10.0% |
| All | +212.4% | +186.9% | +25.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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