-91.9%
NIO vs LTH
+180.7%
-272.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.7% |
| 7D | -14.5% | -1.3% | -13.2% | -14.1% |
| 30D | -15.0% | +15.7% | -30.6% | -19.8% |
| 3M | -35.6% | +5.0% | -40.5% | -37.2% |
| 6M | -55.7% | +37.7% | -93.3% | -61.6% |
| YTD | -43.1% | +75.0% | -118.2% | -56.2% |
| 1Y | -53.5% | +82.6% | -136.2% | -64.9% |
| 3Y | -59.8% | +241.3% | -301.1% | -79.1% |
| 5Y | -93.2% | +135.4% | -228.6% | -96.7% |
| All | -91.9% | +180.7% | -272.7% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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