+45.2%
LDOS vs NIO
-90.7%
+135.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.4% | -13.0% | +7.6% | -5.0% |
| 30D | +4.9% | -18.3% | +23.2% | +5.5% |
| 3M | +7.2% | -33.2% | +40.4% | +8.4% |
| 6M | -24.2% | -21.5% | -2.8% | -23.9% |
| YTD | -25.8% | -25.5% | -0.3% | -25.4% |
| 1Y | -24.7% | -38.0% | +13.3% | -24.0% |
| 3Y | +39.3% | -65.5% | +104.7% | +41.6% |
| All | +45.2% | -90.7% | +135.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling