+1,747.1%
NXPI vs LOW
+1,238.0%
+509.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.5% |
| 7D | +1.9% | -1.7% | +3.6% | +3.0% |
| 30D | -1.4% | -7.0% | +5.6% | +3.0% |
| 3M | -29.1% | -0.9% | -28.2% | -29.5% |
| 6M | +6.2% | -20.1% | +26.3% | +19.9% |
| YTD | +5.9% | -13.9% | +19.8% | +13.3% |
| 1Y | +2.9% | -21.1% | +24.0% | +16.0% |
| 3Y | +14.5% | -6.6% | +21.1% | +14.8% |
| 5Y | +17.1% | +9.4% | +7.7% | +5.6% |
| 10Y | +193.4% | +220.5% | -27.1% | +26.4% |
| All | +1,747.1% | +1,238.0% | +509.1% | +170.8% |
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