+74.4%
LMT vs NIO
-90.3%
+164.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -1.5% | -6.7% | +5.1% | -1.6% |
| 30D | -8.2% | -20.0% | +11.8% | -8.5% |
| 3M | +3.7% | -30.5% | +34.2% | +3.3% |
| 6M | -19.2% | -20.7% | +1.5% | -19.3% |
| YTD | +12.9% | -25.7% | +38.5% | +12.6% |
| 1Y | +19.8% | -38.6% | +58.4% | +19.4% |
| 3Y | +37.3% | -62.3% | +99.5% | +37.5% |
| 5Y | +74.4% | -90.1% | +164.4% | +81.8% |
| All | +74.4% | -90.3% | +164.7% | +81.8% |
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 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