+5.1%
LVS vs NIO
-92.2%
+97.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +5.2% | +6.9% | -1.7% | +3.7% |
| 30D | +12.0% | -4.7% | +16.7% | +13.1% |
| 3M | -11.5% | -28.1% | +16.6% | -5.4% |
| 6M | -23.2% | -41.7% | +18.5% | -14.7% |
| YTD | -36.7% | -33.1% | -3.5% | -32.6% |
| 1Y | -36.8% | -50.3% | +13.5% | -28.4% |
| 3Y | -10.5% | -54.4% | +43.8% | -5.8% |
| 5Y | +5.1% | -91.6% | +96.7% | +61.5% |
| All | +5.1% | -92.2% | +97.2% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling