+22.6%
LII vs NIO
-92.6%
+115.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.6% |
| 7D | +0.2% | -3.6% | +3.8% | +0.5% |
| 30D | -4.6% | -8.0% | +3.4% | -3.9% |
| 3M | -21.7% | -31.2% | +9.5% | -19.1% |
| 6M | -32.8% | -45.8% | +13.0% | -29.3% |
| YTD | -27.5% | -37.3% | +9.7% | -25.1% |
| 1Y | -28.0% | -56.1% | +28.1% | -23.2% |
| 3Y | -7.2% | -61.1% | +53.9% | -3.5% |
| 5Y | +22.6% | -92.4% | +115.0% | +35.3% |
| All | +22.6% | -92.6% | +115.3% | +35.3% |
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