+84.6%
LHX vs NIO
-36.7%
+121.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.0% | -13.0% | +11.1% | -1.7% |
| 30D | -9.9% | -18.3% | +8.3% | -9.7% |
| 3M | -16.5% | -33.2% | +16.7% | -16.0% |
| 6M | -29.6% | -21.5% | -8.1% | -29.4% |
| YTD | -11.6% | -25.5% | +13.9% | -11.3% |
| 1Y | -4.1% | -38.0% | +33.9% | -3.6% |
| 3Y | +53.3% | -65.5% | +118.7% | +54.5% |
| 5Y | +22.3% | -90.6% | +112.8% | +25.0% |
| All | +84.6% | -36.7% | +121.3% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling