+393.9%
LNG vs NIO
-51.7%
+445.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | 0.0% |
| 7D | +11.3% | -14.5% | +25.8% | +12.2% |
| 30D | +10.6% | -15.0% | +25.6% | +11.5% |
| 3M | +16.1% | -35.6% | +51.7% | +18.6% |
| 6M | +29.6% | -55.7% | +85.2% | +34.8% |
| YTD | +60.3% | -43.1% | +103.5% | +63.9% |
| 1Y | +46.1% | -53.5% | +99.6% | +51.0% |
| 3Y | +85.9% | -59.8% | +145.8% | +88.8% |
| 5Y | +210.8% | -93.2% | +304.0% | +239.1% |
| All | +393.9% | -51.7% | +445.5% | +345.2% |
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