+205.7%
NXPI vs LVS
+1.2%
+204.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.1% |
| 30D | -4.3% | -4.7% | +0.4% | -2.5% |
| 3M | -24.7% | -15.6% | -9.1% | -19.3% |
| 6M | +9.7% | -18.6% | +28.4% | +18.3% |
| YTD | +3.8% | -32.3% | +36.0% | +20.5% |
| 1Y | +1.6% | -18.0% | +19.6% | +6.8% |
| 3Y | +16.0% | -5.8% | +21.9% | +11.0% |
| 5Y | +16.1% | +5.7% | +10.4% | -1.8% |
| All | +205.7% | +1.2% | +204.5% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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