-25.6%
LEN vs NIO
-60.1%
+34.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +5.0% | +0.4% |
| 7D | -5.8% | -14.5% | +8.7% | -4.6% |
| 30D | +13.7% | -15.0% | +28.7% | +15.1% |
| 3M | -3.9% | -35.6% | +31.7% | -0.7% |
| 6M | -0.4% | -55.7% | +55.3% | +5.8% |
| YTD | -16.8% | -43.1% | +26.3% | -13.9% |
| 1Y | -29.5% | -53.5% | +24.0% | -25.7% |
| 3Y | -25.6% | -59.8% | +34.2% | -24.3% |
| All | -25.6% | -60.1% | +34.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling