+221.8%
LYV vs NIO
-38.3%
+260.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -5.3% | -4.1% | -1.2% | -5.0% |
| 30D | -7.9% | -23.2% | +15.3% | -5.6% |
| 3M | +4.5% | -29.9% | +34.4% | +8.0% |
| 6M | +2.5% | -25.1% | +27.6% | +4.7% |
| YTD | +19.3% | -27.5% | +46.7% | +22.0% |
| 1Y | -0.2% | -41.1% | +40.9% | +3.5% |
| 3Y | +110.0% | -63.1% | +173.2% | +119.0% |
| 5Y | +96.8% | -90.4% | +187.2% | +122.2% |
| All | +221.8% | -38.3% | +260.1% | +179.0% |
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