+1,466.2%
LSCC vs NIO
-36.7%
+1,502.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.3% | -13.0% | +14.4% | +3.8% |
| 30D | -9.7% | -18.3% | +8.6% | -6.4% |
| 3M | -23.7% | -33.2% | +9.5% | -18.0% |
| 6M | +26.5% | -21.5% | +48.0% | +31.0% |
| YTD | +57.5% | -25.5% | +83.0% | +64.2% |
| 1Y | +75.7% | -38.0% | +113.7% | +87.8% |
| 3Y | +19.5% | -65.5% | +84.9% | +32.4% |
| 5Y | +83.8% | -90.6% | +174.4% | +131.8% |
| All | +1,466.2% | -36.7% | +1,502.9% | +1,470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling