-97.0%
LCID vs NIO
-85.3%
-11.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.9% | -4.3% | -7.0% |
| 7D | -10.2% | -14.5% | +4.3% | -3.4% |
| 30D | -10.2% | -15.0% | +4.8% | -2.6% |
| 3M | -54.1% | -35.6% | -18.6% | -43.9% |
| 6M | -53.8% | -55.7% | +1.9% | -33.3% |
| YTD | -72.0% | -43.1% | -28.9% | -64.9% |
| 1Y | -80.5% | -53.5% | -27.0% | -73.3% |
| 3Y | -92.6% | -59.8% | -32.7% | -90.6% |
| 5Y | -99.3% | -93.2% | -6.1% | -98.4% |
| All | -97.0% | -85.3% | -11.7% | -93.2% |
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