+69.6%
LSCC vs NIO
-54.1%
+123.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -19.3% | -3.5% | -15.8% | -18.6% |
| 3M | -22.3% | -30.7% | +8.4% | -15.8% |
| 6M | -14.6% | -45.6% | +31.0% | -2.8% |
| YTD | +45.8% | -35.3% | +81.1% | +61.8% |
| 1Y | +69.6% | -53.9% | +123.5% | +105.6% |
| All | +69.6% | -54.1% | +123.7% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling