+70.6%
LEN vs NIO
-40.3%
+110.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.2% |
| 7D | -7.8% | -7.3% | -0.5% | -7.1% |
| 30D | -11.0% | -22.5% | +11.5% | -9.0% |
| 3M | -12.8% | -30.9% | +18.1% | -10.0% |
| 6M | -20.2% | -37.2% | +17.0% | -17.2% |
| YTD | -23.0% | -29.8% | +6.8% | -21.2% |
| 1Y | -41.8% | -37.4% | -4.4% | -40.2% |
| 3Y | -28.8% | -64.3% | +35.5% | -25.8% |
| 5Y | -12.6% | -90.6% | +78.0% | -3.1% |
| All | +70.6% | -40.3% | +110.9% | +53.0% |
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