+1,418.2%
LSCC vs NIO
-51.7%
+1,469.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -4.6% |
| 7D | +7.0% | -14.5% | +21.4% | +10.1% |
| 30D | -2.3% | -15.0% | +12.7% | +0.7% |
| 3M | -12.5% | -35.6% | +23.0% | -5.2% |
| 6M | -10.6% | -55.7% | +45.1% | +3.2% |
| YTD | +52.7% | -43.1% | +95.8% | +67.4% |
| 1Y | +74.0% | -53.5% | +127.5% | +97.2% |
| 3Y | +104.8% | -59.8% | +164.6% | +122.8% |
| 5Y | +36.2% | -93.2% | +129.5% | +82.0% |
| All | +1,418.2% | -51.7% | +1,469.9% | +1,500.5% |
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