-42.6%
NIO vs LPLA
+471.1%
-513.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.7% |
| 7D | -6.7% | -2.1% | -4.6% | -5.9% |
| 30D | -20.0% | -3.3% | -16.7% | -19.1% |
| 3M | -30.5% | +23.5% | -54.0% | -36.2% |
| 6M | -20.7% | +12.0% | -32.7% | -25.2% |
| YTD | -25.7% | -1.7% | -24.0% | -27.0% |
| 1Y | -38.6% | +3.2% | -41.8% | -41.2% |
| 3Y | -62.3% | +46.2% | -108.5% | -71.1% |
| 5Y | -90.1% | +144.9% | -235.0% | -94.3% |
| All | -42.6% | +471.1% | -513.7% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling