-21.1%
LVS vs NIO
-45.3%
+24.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.1% |
| 7D | +6.7% | +2.8% | +3.9% | +6.2% |
| 30D | +13.8% | -8.4% | +22.2% | +15.1% |
| 3M | -9.5% | -32.0% | +22.5% | -4.8% |
| 6M | -22.0% | -43.9% | +21.9% | -16.1% |
| YTD | -35.7% | -35.7% | 0.0% | -32.6% |
| 1Y | -36.7% | -51.1% | +14.4% | -31.3% |
| 3Y | -8.8% | -54.7% | +45.8% | -5.4% |
| 5Y | +9.5% | -91.7% | +101.2% | +31.0% |
| All | -21.1% | -45.3% | +24.2% | -25.8% |
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