+2,058.7%
NXPI vs LOW
+1,399.8%
+658.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +14.8% | +5.0% | +9.8% | +10.6% |
| 6M | -10.5% | +4.6% | -15.1% | -14.5% |
| YTD | +23.7% | -3.5% | +27.2% | +22.7% |
| 1Y | +34.1% | +0.5% | +33.5% | +29.1% |
| 3Y | +51.2% | +24.8% | +26.4% | +25.8% |
| 5Y | +33.4% | +6.5% | +27.0% | +21.6% |
| 10Y | +209.2% | +294.6% | -85.3% | +16.0% |
| All | +2,058.7% | +1,399.8% | +658.9% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling