+200.5%
NXPI vs LSCC
+1,398.6%
-1,198.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.4% | -5.2% | -0.9% |
| 7D | -0.3% | +19.3% | -19.7% | -9.2% |
| 30D | +12.7% | -9.6% | +22.3% | +16.7% |
| 3M | +7.5% | -12.4% | +19.9% | +12.2% |
| 6M | -12.3% | -10.5% | -1.9% | -10.4% |
| YTD | +19.7% | +54.8% | -35.1% | -9.1% |
| 1Y | +27.6% | +79.4% | -51.8% | -10.3% |
| 3Y | +50.0% | +109.6% | -59.6% | -10.0% |
| 5Y | +27.2% | +40.4% | -13.2% | -12.4% |
| 10Y | +200.5% | +1,379.1% | -1,178.6% | -16.2% |
| All | +200.5% | +1,398.6% | -1,198.0% | -16.2% |
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