+73.5%
LSCC vs NIO
-62.1%
+135.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.0% | -5.6% | -8.0% |
| 7D | -4.8% | -3.6% | -1.2% | -4.0% |
| 30D | -27.1% | -8.0% | -19.1% | -25.8% |
| 3M | -23.6% | -31.2% | +7.6% | -17.8% |
| 6M | -19.8% | -45.8% | +25.9% | -10.0% |
| YTD | +33.2% | -37.3% | +70.5% | +44.5% |
| 1Y | +55.2% | -56.1% | +111.3% | +79.7% |
| All | +73.5% | -62.1% | +135.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling