-90.6%
NIO vs LH
+31.5%
-122.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -13.0% | -2.5% | -10.6% | -12.0% |
| 30D | -18.3% | +4.3% | -22.6% | -19.9% |
| 3M | -33.2% | +25.5% | -58.7% | -40.4% |
| 6M | -21.5% | +17.0% | -38.5% | -27.8% |
| YTD | -25.5% | +31.3% | -56.8% | -35.9% |
| 1Y | -38.0% | +20.0% | -58.0% | -44.3% |
| 3Y | -65.5% | +63.9% | -129.3% | -75.6% |
| All | -90.6% | +31.5% | -122.1% | -93.6% |
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