+472.7%
LLY vs NIO
-92.1%
+564.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +1.4% |
| 30D | +21.5% | -6.6% | +28.2% | +21.6% |
| 3M | +18.5% | -29.9% | +48.3% | +19.0% |
| 6M | +49.1% | -46.6% | +95.7% | +50.3% |
| YTD | +34.4% | -36.5% | +70.9% | +35.1% |
| 1Y | +46.3% | -51.1% | +97.4% | +47.5% |
| 3Y | +145.5% | -55.2% | +200.7% | +146.7% |
| 5Y | +472.7% | -92.3% | +565.0% | +478.6% |
| All | +472.7% | -92.1% | +564.8% | +478.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling