-17.0%
LVS vs NIO
-38.3%
+21.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | -4.7% | -23.2% | +18.6% | -1.3% |
| 3M | -15.6% | -29.9% | +14.4% | -11.6% |
| 6M | -18.6% | -25.1% | +6.5% | -16.1% |
| YTD | -32.3% | -27.5% | -4.8% | -30.1% |
| 1Y | -18.0% | -41.1% | +23.1% | -13.7% |
| 3Y | -5.8% | -63.1% | +57.3% | +0.2% |
| 5Y | +5.7% | -90.4% | +96.1% | +24.1% |
| All | -17.0% | -38.3% | +21.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling