+685.4%
LNG vs LULU
+691.8%
-6.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | -4.7% | -1.6% | -3.0% | -4.3% |
| 30D | +3.8% | -18.1% | +21.9% | +9.2% |
| 3M | +16.2% | -18.8% | +34.9% | +21.7% |
| 6M | +11.7% | -39.2% | +50.9% | +26.0% |
| YTD | +44.2% | -52.4% | +96.6% | +74.4% |
| 1Y | +18.6% | -40.3% | +58.9% | +32.4% |
| 3Y | +77.4% | -75.1% | +152.5% | +142.3% |
| 5Y | +232.3% | -76.7% | +309.0% | +340.7% |
| 10Y | +550.1% | +52.7% | +497.4% | +280.2% |
| All | +685.4% | +691.8% | -6.4% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling