+366.0%
LNG vs NIO
-36.7%
+402.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +3.4% | -13.0% | +16.5% | +4.2% |
| 30D | +14.9% | -18.3% | +33.1% | +16.0% |
| 3M | +21.4% | -33.2% | +54.6% | +23.8% |
| 6M | +17.8% | -21.5% | +39.3% | +18.7% |
| YTD | +51.3% | -25.5% | +76.8% | +52.7% |
| 1Y | +24.4% | -38.0% | +62.4% | +26.5% |
| 3Y | +79.7% | -65.5% | +145.1% | +84.5% |
| 5Y | +241.3% | -90.6% | +331.9% | +266.0% |
| All | +366.0% | -36.7% | +402.7% | +314.7% |
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