-18.6%
LUV vs NIO
-51.7%
+33.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.1% |
| 7D | +1.1% | -14.5% | +15.6% | +2.7% |
| 30D | +14.2% | -15.0% | +29.2% | +16.1% |
| 3M | +0.6% | -35.6% | +36.2% | +5.0% |
| 6M | +15.1% | -55.7% | +70.7% | +24.3% |
| YTD | +10.2% | -43.1% | +53.3% | +15.5% |
| 1Y | +38.4% | -53.5% | +92.0% | +47.8% |
| 3Y | +107.5% | -59.8% | +167.3% | +115.7% |
| 5Y | +1.1% | -93.2% | +94.3% | +15.8% |
| All | -18.6% | -51.7% | +33.1% | -24.9% |
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