-53.9%
NIO vs LH
+44.2%
-98.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.9% | -0.5% | +3.7% |
| 7D | -0.6% | +2.1% | -2.7% | -0.5% |
| 30D | -3.5% | +19.2% | -22.7% | -1.5% |
| 3M | -30.7% | +18.0% | -48.7% | -29.1% |
| 6M | -45.6% | +46.1% | -91.7% | -41.6% |
| YTD | -35.3% | +47.7% | -83.0% | -28.5% |
| 1Y | -53.9% | +47.2% | -101.1% | -49.8% |
| All | -53.9% | +44.2% | -98.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling