+276.1%
LIN vs NIO
-49.2%
+325.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.5% |
| 7D | +0.2% | -4.7% | +4.9% | +0.4% |
| 30D | +6.2% | -14.3% | +20.5% | +6.9% |
| 3M | +9.3% | -32.8% | +42.2% | +11.3% |
| 6M | +4.4% | -49.8% | +54.2% | +7.5% |
| YTD | +23.7% | -40.2% | +63.9% | +26.0% |
| 1Y | +23.5% | -52.7% | +76.2% | +27.1% |
| 3Y | +35.8% | -57.9% | +93.7% | +37.3% |
| 5Y | +65.9% | -92.9% | +158.7% | +77.0% |
| All | +276.1% | -49.2% | +325.3% | +262.7% |
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