+194.4%
NXPI vs LSCC
+1,772.4%
-1,578.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.2% |
| 30D | -1.4% | -9.7% | +8.2% | +3.3% |
| 3M | -29.1% | -23.7% | -5.3% | -19.9% |
| 6M | +6.2% | +26.5% | -20.3% | -7.7% |
| YTD | +5.9% | +57.5% | -51.6% | -18.2% |
| 1Y | +2.9% | +75.7% | -72.8% | -25.5% |
| 3Y | +14.5% | +19.5% | -5.0% | -7.8% |
| 5Y | +17.1% | +83.8% | -66.7% | -26.2% |
| All | +194.4% | +1,772.4% | -1,578.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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