+34.5%
NXPI vs LOW
+7.2%
+27.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +18.1% | +21.3% | -3.2% | +4.7% |
| 3M | +15.0% | +6.0% | +9.0% | +10.4% |
| 6M | -8.4% | +2.6% | -11.0% | -11.3% |
| YTD | +24.8% | -3.6% | +28.4% | +24.0% |
| 1Y | +33.3% | -1.0% | +34.2% | +29.5% |
| 3Y | +51.0% | +24.2% | +26.8% | +21.5% |
| 5Y | +34.5% | +6.3% | +28.2% | +21.5% |
| All | +34.5% | +7.2% | +27.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling