+96.1%
LHX vs NIO
-51.7%
+147.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.3% |
| 7D | +4.8% | -14.5% | +19.2% | +5.0% |
| 30D | +14.7% | -15.0% | +29.6% | +14.9% |
| 3M | -5.1% | -35.6% | +30.4% | -4.5% |
| 6M | -9.9% | -55.7% | +45.8% | -8.8% |
| YTD | -6.1% | -43.1% | +37.1% | -5.4% |
| 1Y | -4.0% | -53.5% | +49.5% | -3.0% |
| 3Y | +56.9% | -59.8% | +116.8% | +57.8% |
| 5Y | +36.6% | -93.2% | +129.8% | +40.5% |
| All | +96.1% | -51.7% | +147.7% | +85.6% |
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