+606.9%
LULU vs BNS
+371.1%
+235.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -18.1% | +3.5% | -21.6% | -20.3% |
| 3M | -18.8% | +14.1% | -32.8% | -26.4% |
| 6M | -39.2% | +33.8% | -73.0% | -50.6% |
| YTD | -52.4% | +29.5% | -81.8% | -60.5% |
| 1Y | -40.3% | +48.4% | -88.7% | -55.0% |
| 3Y | -75.1% | +129.6% | -204.7% | -86.3% |
| 5Y | -76.7% | +96.1% | -172.8% | -85.9% |
| 10Y | +52.7% | +186.2% | -133.5% | -32.9% |
| All | +606.9% | +371.1% | +235.8% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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