+39.6%
LUV vs NIO
-62.3%
+101.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +3.1% | -6.7% | +9.8% | +4.0% |
| 30D | -17.4% | -20.0% | +2.6% | -15.0% |
| 3M | -4.9% | -30.5% | +25.6% | -0.4% |
| 6M | -5.7% | -20.7% | +15.0% | -3.8% |
| YTD | -5.2% | -25.7% | +20.5% | -2.6% |
| 1Y | +24.1% | -38.6% | +62.7% | +29.6% |
| 3Y | +39.6% | -62.3% | +101.9% | +43.6% |
| All | +39.6% | -62.3% | +101.9% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling