+132.2%
LLY vs NIO
-59.9%
+192.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -0.9% |
| 7D | -4.5% | +5.6% | -10.1% | -4.6% |
| 30D | +13.9% | -4.2% | +18.1% | +14.0% |
| 3M | +13.8% | -26.3% | +40.1% | +14.3% |
| 6M | +37.6% | -42.5% | +80.2% | +38.7% |
| YTD | +26.6% | -33.5% | +60.1% | +27.4% |
| 1Y | +45.3% | -52.7% | +98.0% | +46.8% |
| 3Y | +132.2% | -57.5% | +189.7% | +134.8% |
| All | +132.2% | -59.9% | +192.1% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling