+53.5%
LUNR vs NIO
-90.6%
+144.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -3.6% | -13.0% | +9.4% | -2.0% |
| 30D | +5.9% | -18.3% | +24.1% | +8.4% |
| 3M | -56.0% | -33.2% | -22.7% | -53.8% |
| 6M | -20.5% | -21.5% | +1.0% | -17.5% |
| YTD | -8.7% | -25.5% | +16.7% | -5.0% |
| 1Y | +75.9% | -38.0% | +113.9% | +85.3% |
| 3Y | +202.9% | -65.5% | +268.3% | +210.7% |
| All | +53.5% | -90.6% | +144.1% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling