+1,559.1%
LSCC vs NIO
-46.0%
+1,605.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.2% | +11.6% | +10.6% |
| 7D | +14.5% | -1.8% | +16.3% | +14.9% |
| 30D | -0.1% | -6.6% | +6.6% | +1.3% |
| 3M | -2.7% | -29.9% | +27.2% | +3.8% |
| 6M | -4.8% | -46.6% | +41.8% | +6.2% |
| YTD | +66.9% | -36.5% | +103.3% | +79.1% |
| 1Y | +85.8% | -51.1% | +137.0% | +108.6% |
| 3Y | +115.6% | -55.2% | +170.8% | +129.8% |
| 5Y | +48.8% | -92.3% | +141.1% | +94.5% |
| All | +1,559.1% | -46.0% | +1,605.1% | +1,613.3% |
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