-48.6%
NIO vs LPLA
+381.9%
-430.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.6% |
| 7D | +5.6% | +4.1% | +1.5% | +3.9% |
| 30D | -4.2% | -9.0% | +4.8% | -1.7% |
| 3M | -26.3% | -17.6% | -8.7% | -21.7% |
| 6M | -42.5% | -8.8% | -33.7% | -41.7% |
| YTD | -33.5% | -17.0% | -16.5% | -31.2% |
| 1Y | -52.7% | -20.4% | -32.2% | -50.2% |
| 3Y | -57.5% | +35.4% | -92.9% | -67.3% |
| 5Y | -92.0% | +79.7% | -171.7% | -94.8% |
| All | -48.6% | +381.9% | -430.5% | -80.7% |
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