+21.2%
LSCC vs NIO
-64.6%
+85.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.3% | -13.0% | +14.4% | +4.1% |
| 30D | -9.7% | -18.3% | +8.6% | -6.1% |
| 3M | -23.7% | -33.2% | +9.5% | -17.4% |
| 6M | +26.5% | -21.5% | +48.0% | +31.7% |
| YTD | +57.5% | -25.5% | +83.0% | +65.1% |
| 1Y | +75.7% | -38.0% | +113.7% | +89.4% |
| All | +21.2% | -64.6% | +85.8% | +28.5% |
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 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