+787.3%
LITE vs NIO
-43.5%
+830.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.3% | +4.8% |
| 7D | -35.9% | +5.6% | -41.5% | -36.4% |
| 30D | -51.5% | -4.2% | -47.3% | -51.1% |
| 3M | -35.7% | -26.3% | -9.4% | -32.7% |
| 6M | -43.0% | -42.5% | -0.4% | -38.0% |
| YTD | +46.1% | -33.5% | +79.7% | +55.0% |
| 1Y | +124.7% | -52.7% | +177.4% | +149.9% |
| 3Y | +1,172.1% | -57.5% | +1,229.5% | +1,262.3% |
| 5Y | +477.0% | -92.0% | +569.0% | +604.8% |
| All | +787.3% | -43.5% | +830.8% | +713.7% |
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