+45.0%
NXPI vs LTH
+183.0%
-138.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | -0.3% | +7.0% | -7.3% | -2.4% |
| 30D | +12.7% | +15.4% | -2.7% | +8.0% |
| 3M | +7.5% | +7.0% | +0.4% | +5.1% |
| 6M | -12.3% | +46.9% | -59.2% | -22.4% |
| YTD | +19.7% | +76.4% | -56.7% | -0.6% |
| 1Y | +27.6% | +83.7% | -56.2% | +4.4% |
| 3Y | +50.0% | +248.9% | -198.9% | -0.4% |
| 5Y | +27.2% | +141.8% | -114.7% | -17.6% |
| All | +45.0% | +183.0% | -138.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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