+212.4%
NXPI vs LOW
+292.8%
-80.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.8% | +1.4% | +5.4% | +5.9% |
| 30D | +20.0% | +21.7% | -1.7% | +6.5% |
| 3M | +14.8% | +5.0% | +9.8% | +10.8% |
| 6M | -10.5% | +4.6% | -15.1% | -14.3% |
| YTD | +23.7% | -3.5% | +27.2% | +22.8% |
| 1Y | +34.1% | +0.5% | +33.5% | +29.4% |
| 3Y | +51.2% | +24.8% | +26.4% | +26.5% |
| 5Y | +33.4% | +6.5% | +27.0% | +21.8% |
| All | +212.4% | +292.8% | -80.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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