+62.5%
LUNR vs NIO
-90.7%
+153.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +5.9% |
| 7D | +6.5% | -6.7% | +13.2% | +7.4% |
| 30D | -4.4% | -20.0% | +15.7% | -1.8% |
| 3M | -47.3% | -30.5% | -16.8% | -44.9% |
| 6M | -11.1% | -20.7% | +9.7% | -7.9% |
| YTD | -3.4% | -25.7% | +22.3% | +0.6% |
| 1Y | +85.8% | -38.6% | +124.4% | +95.8% |
| 3Y | +264.7% | -62.3% | +326.9% | +274.6% |
| All | +62.5% | -90.7% | +153.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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