+22.0%
NXPI vs LTH
+142.9%
-120.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -4.4% | +4.5% | -8.8% | -5.7% |
| 30D | +5.6% | +16.3% | -10.8% | +0.9% |
| 3M | +7.6% | +8.4% | -0.8% | +4.8% |
| 6M | -17.6% | +40.3% | -57.8% | -26.1% |
| YTD | +15.9% | +77.3% | -61.4% | -4.1% |
| 1Y | +22.4% | +88.0% | -65.6% | -0.7% |
| 3Y | +43.2% | +274.3% | -231.0% | -7.4% |
| All | +22.0% | +142.9% | -120.9% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling