+1,747.1%
NXPI vs LNT
+577.7%
+1,169.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.4% | -3.2% | +1.7% | -0.1% |
| 3M | -29.1% | -4.1% | -25.0% | -28.2% |
| 6M | +6.2% | -4.6% | +10.8% | +7.5% |
| YTD | +5.9% | +7.0% | -1.1% | +1.7% |
| 1Y | +2.9% | +8.3% | -5.4% | -2.0% |
| 3Y | +14.5% | +51.0% | -36.5% | -8.9% |
| 5Y | +17.1% | +30.2% | -13.1% | -1.5% |
| 10Y | +193.4% | +143.6% | +49.8% | +63.7% |
| All | +1,747.1% | +577.7% | +1,169.4% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling