-62.3%
NIO vs LH
+65.1%
-127.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -13.0% | -2.5% | -10.6% | -12.7% |
| 30D | -18.3% | +4.3% | -22.6% | -18.9% |
| 3M | -33.2% | +25.5% | -58.7% | -36.0% |
| 6M | -21.5% | +17.0% | -38.5% | -23.6% |
| YTD | -25.5% | +31.3% | -56.8% | -29.8% |
| 1Y | -38.0% | +20.0% | -58.0% | -40.1% |
| All | -62.3% | +65.1% | -127.4% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling