+882.9%
LITE vs NIO
-51.7%
+934.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.7% |
| 7D | +10.8% | -14.5% | +25.2% | +13.4% |
| 30D | -33.4% | -15.0% | -18.5% | -31.7% |
| 3M | -32.2% | -35.6% | +3.3% | -27.5% |
| 6M | -42.1% | -55.7% | +13.6% | -34.6% |
| YTD | +61.9% | -43.1% | +105.0% | +75.9% |
| 1Y | +163.0% | -53.5% | +216.5% | +193.9% |
| 3Y | +1,358.0% | -59.8% | +1,417.8% | +1,478.2% |
| 5Y | +549.9% | -93.2% | +643.1% | +714.1% |
| All | +882.9% | -51.7% | +934.6% | +823.0% |
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