+392.1%
LRCX vs NIO
-62.3%
+454.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +10.4% | -6.7% | +17.1% | +11.6% |
| 30D | +2.9% | -20.0% | +23.0% | +6.5% |
| 3M | -1.2% | -30.5% | +29.3% | +4.4% |
| 6M | +60.9% | -20.7% | +81.6% | +65.8% |
| YTD | +87.5% | -25.7% | +113.2% | +94.7% |
| 1Y | +206.6% | -38.6% | +245.2% | +225.8% |
| 3Y | +392.1% | -62.3% | +454.3% | +424.2% |
| All | +392.1% | -62.3% | +454.4% | +424.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling