+118.1%
LNT vs NIO
-51.7%
+169.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.6% |
| 7D | +1.0% | -14.5% | +15.5% | +1.2% |
| 30D | +9.6% | -15.0% | +24.6% | +9.7% |
| 3M | +5.4% | -35.6% | +41.0% | +5.7% |
| 6M | +3.1% | -55.7% | +58.8% | +3.8% |
| YTD | +16.5% | -43.1% | +59.6% | +16.9% |
| 1Y | +12.3% | -53.5% | +65.8% | +12.9% |
| 3Y | +70.3% | -59.8% | +130.1% | +70.6% |
| 5Y | +56.4% | -93.2% | +149.6% | +56.6% |
| All | +118.1% | -51.7% | +169.8% | +112.3% |
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