+1,379.0%
LLY vs NIO
-43.2%
+1,422.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | +0.1% | +6.9% | -6.8% | -0.1% |
| 30D | +19.7% | -4.7% | +24.5% | +19.8% |
| 3M | +19.3% | -28.1% | +47.3% | +20.0% |
| 6M | +49.3% | -41.7% | +91.0% | +50.8% |
| YTD | +32.0% | -33.1% | +65.2% | +32.8% |
| 1Y | +53.7% | -50.3% | +104.0% | +55.5% |
| 3Y | +143.7% | -54.4% | +198.1% | +145.0% |
| 5Y | +463.9% | -91.6% | +555.5% | +480.4% |
| All | +1,379.0% | -43.2% | +1,422.2% | +1,344.2% |
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