+68.0%
LSCC vs NIO
-54.3%
+122.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.9% | +1.2% | +5.6% |
| 7D | +13.0% | +5.6% | +7.4% | +11.5% |
| 30D | -19.8% | -4.2% | -15.6% | -19.0% |
| 3M | -18.4% | -26.3% | +7.9% | -12.8% |
| 6M | -16.1% | -42.5% | +26.4% | -5.7% |
| YTD | +42.7% | -33.5% | +76.3% | +57.5% |
| 1Y | +68.0% | -52.7% | +120.7% | +102.8% |
| All | +68.0% | -54.3% | +122.3% | +102.8% |
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