+75.7%
LSCC vs NIO
-37.4%
+113.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.3% | -13.0% | +14.4% | +4.3% |
| 30D | -9.7% | -18.3% | +8.6% | -5.8% |
| 3M | -23.7% | -33.2% | +9.5% | -16.9% |
| 6M | +26.5% | -21.5% | +48.0% | +33.2% |
| YTD | +57.5% | -25.5% | +83.0% | +67.4% |
| 1Y | +75.7% | -38.0% | +113.7% | +101.8% |
| All | +75.7% | -37.4% | +113.1% | +101.8% |
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