+28.3%
NXPI vs LTH
+160.9%
-132.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.2% |
| 3M | -29.1% | +32.8% | -61.9% | -35.2% |
| 6M | +6.2% | +64.6% | -58.4% | -9.6% |
| YTD | +5.9% | +62.6% | -56.8% | -9.8% |
| 1Y | +2.9% | +49.9% | -47.1% | -10.4% |
| 3Y | +14.5% | +151.3% | -136.8% | -16.6% |
| All | +28.3% | +160.9% | -132.6% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling