-80.4%
LYFT vs NIO
-27.1%
-53.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.4% |
| 7D | -8.4% | -2.9% | -5.5% | -7.8% |
| 30D | -7.6% | -18.7% | +11.1% | -3.6% |
| 3M | +11.7% | -29.4% | +41.2% | +19.8% |
| 6M | +15.1% | -32.5% | +47.6% | +23.2% |
| YTD | -20.9% | -27.6% | +6.7% | -17.2% |
| 1Y | -16.4% | -39.2% | +22.8% | -9.7% |
| 3Y | +35.2% | -64.3% | +99.5% | +50.9% |
| 5Y | -69.4% | -90.3% | +20.9% | -60.0% |
| All | -80.4% | -27.1% | -53.4% | -77.0% |
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