-96.7%
LCID vs NIO
-82.8%
-13.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.9% | +4.5% | +7.8% |
| 7D | +8.9% | +5.6% | +3.3% | +6.8% |
| 30D | -15.4% | -4.2% | -11.2% | -13.4% |
| 3M | -52.9% | -26.3% | -26.6% | -45.9% |
| 6M | -46.8% | -42.5% | -4.3% | -31.9% |
| YTD | -68.9% | -33.5% | -35.3% | -63.6% |
| 1Y | -81.7% | -52.7% | -29.0% | -75.2% |
| 3Y | -92.4% | -57.5% | -34.9% | -90.6% |
| 5Y | -99.2% | -92.0% | -7.2% | -98.3% |
| All | -96.7% | -82.8% | -13.9% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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