+126.8%
LMT vs NIO
-51.7%
+178.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.3% |
| 7D | +5.1% | -14.5% | +19.6% | +5.1% |
| 30D | +14.1% | -15.0% | +29.1% | +14.2% |
| 3M | +0.3% | -35.6% | +35.8% | +0.4% |
| 6M | +16.1% | -55.7% | +71.8% | +16.3% |
| YTD | +25.5% | -43.1% | +68.6% | +25.6% |
| 1Y | +34.1% | -53.5% | +87.7% | +34.4% |
| 3Y | +45.1% | -59.8% | +104.9% | +45.4% |
| 5Y | +100.9% | -93.2% | +194.2% | +104.2% |
| All | +126.8% | -51.7% | +178.5% | +115.8% |
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 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