-91.6%
NIO vs LPLA
+89.2%
-180.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.4% |
| 7D | +6.9% | +2.3% | +4.6% | +6.2% |
| 30D | -4.7% | -7.7% | +2.9% | -3.1% |
| 3M | -28.1% | -15.7% | -12.4% | -25.0% |
| 6M | -41.7% | +0.8% | -42.5% | -42.7% |
| YTD | -33.1% | -14.2% | -18.9% | -31.7% |
| 1Y | -50.3% | -17.9% | -32.4% | -48.5% |
| 3Y | -54.4% | +36.1% | -90.4% | -64.8% |
| 5Y | -91.6% | +90.3% | -181.9% | -95.7% |
| All | -91.6% | +89.2% | -180.8% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling