+1,319.2%
LSCC vs NIO
-43.5%
+1,362.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.9% | +1.2% | +6.0% |
| 7D | +13.0% | +5.6% | +7.4% | +11.9% |
| 30D | -19.8% | -4.2% | -15.6% | -19.1% |
| 3M | -18.4% | -26.3% | +7.9% | -13.8% |
| 6M | -16.1% | -42.5% | +26.4% | -7.7% |
| YTD | +42.7% | -33.5% | +76.3% | +52.0% |
| 1Y | +68.0% | -52.7% | +120.7% | +89.5% |
| 3Y | +85.8% | -57.5% | +143.3% | +99.8% |
| 5Y | +28.0% | -92.0% | +120.0% | +66.0% |
| All | +1,319.2% | -43.5% | +1,362.7% | +1,353.7% |
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