-28.9%
LUV vs NIO
-38.5%
+9.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.1% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -12.4% | -18.7% | +6.4% | -10.6% |
| 3M | -11.0% | -29.4% | +18.5% | -8.0% |
| 6M | -5.0% | -32.5% | +27.6% | -1.8% |
| YTD | -3.8% | -27.6% | +23.9% | -1.5% |
| 1Y | +25.9% | -39.2% | +65.1% | +30.5% |
| 3Y | +42.2% | -64.3% | +106.5% | +48.8% |
| 5Y | -10.8% | -90.3% | +79.5% | -1.1% |
| All | -28.9% | -38.5% | +9.6% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling