-28.2%
LUV vs NIO
-36.7%
+8.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | +0.4% | -13.0% | +13.5% | +1.8% |
| 30D | -18.4% | -18.3% | -0.1% | -16.8% |
| 3M | -3.2% | -33.2% | +30.0% | +0.5% |
| 6M | -14.8% | -21.5% | +6.6% | -13.4% |
| YTD | -2.9% | -25.5% | +22.6% | -0.8% |
| 1Y | +29.6% | -38.0% | +67.6% | +33.9% |
| 3Y | +35.2% | -65.5% | +100.7% | +41.9% |
| 5Y | -11.7% | -90.6% | +78.9% | -2.0% |
| All | -28.2% | -36.7% | +8.4% | -35.5% |
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