-92.2%
NIO vs LH
+62.5%
-154.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.5% |
| 7D | +5.6% | +1.4% | +4.2% | +5.0% |
| 30D | -4.2% | +17.5% | -21.7% | -11.2% |
| 3M | -26.3% | +16.1% | -42.4% | -31.4% |
| 6M | -42.5% | +43.4% | -85.9% | -52.1% |
| YTD | -33.5% | +47.2% | -80.7% | -45.9% |
| 1Y | -52.7% | +50.1% | -102.8% | -62.0% |
| 3Y | -57.5% | +81.2% | -138.6% | -71.2% |
| All | -92.2% | +62.5% | -154.7% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling