+343.4%
LNG vs NIO
-40.3%
+383.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | -4.5% | -7.3% | +2.8% | -4.1% |
| 30D | +4.7% | -22.5% | +27.2% | +6.0% |
| 3M | +15.1% | -30.9% | +46.0% | +17.3% |
| 6M | +13.6% | -37.2% | +50.8% | +15.9% |
| YTD | +44.0% | -29.8% | +73.8% | +45.7% |
| 1Y | +18.4% | -37.4% | +55.8% | +20.3% |
| 3Y | +75.9% | -64.3% | +140.2% | +80.1% |
| 5Y | +231.7% | -90.6% | +322.2% | +255.5% |
| All | +343.4% | -40.3% | +383.8% | +295.8% |
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