+222.1%
LNG vs LULU
-76.9%
+299.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -4.7% | -1.6% | -3.0% | -4.6% |
| 30D | +3.8% | -18.1% | +21.9% | +5.2% |
| 3M | +16.2% | -18.8% | +34.9% | +17.6% |
| 6M | +11.7% | -39.2% | +50.9% | +15.8% |
| YTD | +44.2% | -52.4% | +96.6% | +53.2% |
| 1Y | +18.6% | -40.3% | +58.9% | +22.4% |
| 3Y | +77.4% | -75.1% | +152.5% | +99.1% |
| All | +222.1% | -76.9% | +299.0% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 5y: compounded portfolio wealth divided by compounded LULU 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…
5y analysis · Full analysis span regression · 6 months rolling