+2,223.4%
LRCX vs NIO
-38.3%
+2,261.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.0% |
| 7D | +9.5% | -4.1% | +13.7% | +10.3% |
| 30D | +3.1% | -23.2% | +26.3% | +7.5% |
| 3M | -3.4% | -29.9% | +26.5% | +2.2% |
| 6M | +49.7% | -25.1% | +74.8% | +55.5% |
| YTD | +84.9% | -27.5% | +112.3% | +92.9% |
| 1Y | +200.8% | -41.1% | +241.9% | +222.9% |
| 3Y | +385.1% | -63.1% | +448.2% | +425.1% |
| 5Y | +460.5% | -90.4% | +550.9% | +591.2% |
| All | +2,223.4% | -38.3% | +2,261.8% | +2,051.7% |
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 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