-70.4%
LYFT vs NIO
-90.3%
+19.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | -8.4% | -2.9% | -5.5% | -7.6% |
| 30D | -7.6% | -18.7% | +11.1% | -2.2% |
| 3M | +11.7% | -29.4% | +41.2% | +22.7% |
| 6M | +15.1% | -32.5% | +47.6% | +25.9% |
| YTD | -20.9% | -27.6% | +6.7% | -16.2% |
| 1Y | -16.4% | -39.2% | +22.8% | -7.6% |
| 3Y | +35.2% | -64.3% | +99.5% | +57.9% |
| All | -70.4% | -90.3% | +19.8% | -56.7% |
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