+100.1%
LNT vs NIO
-38.3%
+138.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | -0.5% | -23.2% | +22.7% | -0.3% |
| 3M | -5.5% | -29.9% | +24.4% | -5.3% |
| 6M | -3.8% | -25.1% | +21.3% | -3.6% |
| YTD | +6.8% | -27.5% | +34.3% | +7.0% |
| 1Y | +9.3% | -41.1% | +50.4% | +9.6% |
| 3Y | +47.9% | -63.1% | +111.1% | +48.1% |
| 5Y | +31.6% | -90.4% | +122.0% | +31.5% |
| All | +100.1% | -38.3% | +138.4% | +94.3% |
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