-10.4%
LEN vs NIO
-90.7%
+80.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -3.2% | -13.0% | +9.9% | -1.6% |
| 30D | -4.9% | -18.3% | +13.4% | -2.6% |
| 3M | -8.5% | -33.2% | +24.7% | -4.2% |
| 6M | -20.7% | -21.5% | +0.8% | -19.2% |
| YTD | -17.4% | -25.5% | +8.1% | -15.5% |
| 1Y | -38.2% | -38.0% | -0.2% | -35.9% |
| 3Y | -24.9% | -65.5% | +40.6% | -19.6% |
| All | -10.4% | -90.7% | +80.3% | +3.1% |
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