-38.6%
NIO vs LH
+17.9%
-56.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.3% |
| 7D | -6.7% | -0.8% | -5.8% | -6.7% |
| 30D | -20.0% | +2.0% | -22.0% | -19.8% |
| 3M | -30.5% | +24.3% | -54.7% | -28.2% |
| 6M | -20.7% | +21.1% | -41.8% | -18.0% |
| YTD | -25.7% | +30.4% | -56.1% | -22.5% |
| 1Y | -38.6% | +18.4% | -56.9% | -33.7% |
| All | -38.6% | +17.9% | -56.5% | -33.7% |
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