-34.8%
LULU vs NIO
-38.3%
+3.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.1% |
| 7D | -16.9% | -4.1% | -12.8% | -16.5% |
| 30D | -22.0% | -23.2% | +1.3% | -19.7% |
| 3M | -17.8% | -29.9% | +12.1% | -14.7% |
| 6M | -41.3% | -25.1% | -16.2% | -39.8% |
| YTD | -52.0% | -27.5% | -24.6% | -50.8% |
| 1Y | -39.8% | -41.1% | +1.3% | -37.2% |
| 3Y | -74.8% | -63.1% | -11.7% | -73.6% |
| 5Y | -76.3% | -90.4% | +14.1% | -73.1% |
| All | -34.8% | -38.3% | +3.5% | -37.4% |
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