+278.7%
LIN vs NIO
-51.7%
+330.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.9% |
| 7D | +2.1% | -14.5% | +16.6% | +2.8% |
| 30D | +6.8% | -15.0% | +21.7% | +7.5% |
| 3M | +10.4% | -35.6% | +45.9% | +12.5% |
| 6M | +3.2% | -55.7% | +58.8% | +6.9% |
| YTD | +24.6% | -43.1% | +67.7% | +27.1% |
| 1Y | +24.4% | -53.5% | +77.9% | +28.1% |
| 3Y | +36.7% | -59.8% | +96.6% | +38.6% |
| 5Y | +67.0% | -93.2% | +160.2% | +78.6% |
| All | +278.7% | -51.7% | +330.4% | +266.0% |
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