+1,413.9%
LLY vs NIO
-51.7%
+1,465.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.4% |
| 7D | +6.7% | -14.5% | +21.2% | +7.1% |
| 30D | +19.6% | -15.0% | +34.5% | +19.9% |
| 3M | +19.7% | -35.6% | +55.3% | +20.7% |
| 6M | +42.7% | -55.7% | +98.4% | +44.9% |
| YTD | +35.1% | -43.1% | +78.3% | +36.4% |
| 1Y | +42.2% | -53.5% | +95.7% | +44.0% |
| 3Y | +140.8% | -59.8% | +200.6% | +142.6% |
| 5Y | +480.6% | -93.2% | +573.8% | +500.2% |
| All | +1,413.9% | -51.7% | +1,465.6% | +1,382.9% |
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