+78.8%
LHX vs NIO
-40.3%
+119.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | -4.8% | -7.3% | +2.5% | -4.7% |
| 30D | -12.7% | -22.5% | +9.8% | -12.4% |
| 3M | -17.6% | -30.9% | +13.3% | -17.2% |
| 6M | -30.7% | -37.2% | +6.5% | -30.3% |
| YTD | -14.3% | -29.8% | +15.5% | -14.0% |
| 1Y | -8.4% | -37.4% | +29.0% | -7.9% |
| 3Y | +56.7% | -64.3% | +121.0% | +57.8% |
| 5Y | +18.5% | -90.6% | +109.0% | +21.1% |
| All | +78.8% | -40.3% | +119.1% | +68.8% |
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 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