+99.9%
LMT vs NIO
-36.7%
+136.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | -6.3% | -13.0% | +6.8% | -6.2% |
| 30D | -8.5% | -18.3% | +9.8% | -8.5% |
| 3M | +1.8% | -33.2% | +35.0% | +1.9% |
| 6M | -19.9% | -21.5% | +1.5% | -19.9% |
| YTD | +10.6% | -25.5% | +36.1% | +10.6% |
| 1Y | +17.9% | -38.0% | +56.0% | +18.1% |
| 3Y | +27.0% | -65.5% | +92.4% | +27.5% |
| 5Y | +68.7% | -90.6% | +159.3% | +71.2% |
| All | +99.9% | -36.7% | +136.6% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling