+222.1%
LYV vs NIO
-38.5%
+260.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -0.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -8.2% | -18.7% | +10.5% | -6.4% |
| 3M | -1.3% | -29.4% | +28.2% | +1.9% |
| 6M | +2.6% | -32.5% | +35.1% | +6.0% |
| YTD | +19.4% | -27.6% | +47.1% | +22.1% |
| 1Y | -2.2% | -39.2% | +37.0% | +1.1% |
| 3Y | +106.0% | -64.3% | +170.3% | +115.6% |
| 5Y | +97.7% | -90.3% | +187.9% | +123.0% |
| All | +222.1% | -38.5% | +260.6% | +179.3% |
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