-92.9%
NIO vs LTH
+120.9%
-213.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -4.2% |
| 7D | -4.7% | -4.6% | -0.1% | -2.9% |
| 30D | -14.3% | +14.8% | -29.2% | -19.0% |
| 3M | -32.8% | +3.9% | -36.7% | -34.3% |
| 6M | -49.8% | +35.5% | -85.3% | -56.3% |
| YTD | -40.2% | +71.3% | -111.5% | -53.8% |
| 1Y | -52.7% | +75.7% | -128.4% | -63.9% |
| 3Y | -57.9% | +231.9% | -289.8% | -78.1% |
| 5Y | -92.9% | +130.5% | -223.3% | -96.6% |
| All | -92.9% | +120.9% | -213.7% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling