+57.1%
LHX vs NIO
-64.4%
+121.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.1% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | -13.2% | -23.2% | +10.1% | -13.0% |
| 3M | -18.4% | -29.9% | +11.6% | -18.1% |
| 6M | -32.0% | -25.1% | -6.9% | -31.8% |
| YTD | -13.6% | -27.5% | +13.8% | -13.5% |
| 1Y | -6.0% | -41.1% | +35.1% | -5.6% |
| All | +57.1% | -64.4% | +121.5% | +54.4% |
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