-89.7%
NIO vs LTH
+152.0%
-241.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | -4.1% | -4.0% | -0.1% | -2.6% |
| 30D | -23.2% | -1.7% | -21.6% | -23.0% |
| 3M | -29.9% | +28.0% | -57.9% | -37.1% |
| 6M | -25.1% | +54.1% | -79.2% | -38.6% |
| YTD | -27.5% | +57.1% | -84.5% | -41.5% |
| 1Y | -41.1% | +45.8% | -86.9% | -51.3% |
| 3Y | -63.1% | +157.6% | -220.7% | -78.2% |
| All | -89.7% | +152.0% | -241.7% | -94.7% |
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