+606.9%
LULU vs LNT
+596.3%
+10.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.1% |
| 30D | -18.1% | -4.2% | -13.9% | -16.4% |
| 3M | -18.8% | -6.7% | -12.1% | -16.1% |
| 6M | -39.2% | -3.6% | -35.6% | -38.7% |
| YTD | -52.4% | +5.9% | -58.3% | -54.3% |
| 1Y | -40.3% | +7.3% | -47.6% | -43.1% |
| 3Y | -75.1% | +46.5% | -121.6% | -80.4% |
| 5Y | -76.7% | +32.5% | -109.2% | -81.1% |
| 10Y | +52.7% | +147.9% | -95.2% | -23.4% |
| All | +606.9% | +596.3% | +10.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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