-75.1%
LULU vs NDAQ
+84.5%
-159.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | -1.6% | -5.6% | +3.9% | +0.7% |
| 30D | -18.1% | -4.4% | -13.8% | -16.5% |
| 3M | -18.8% | +5.9% | -24.6% | -20.7% |
| 6M | -39.2% | +7.7% | -46.9% | -41.3% |
| YTD | -52.4% | -5.2% | -47.2% | -51.5% |
| 1Y | -40.3% | -3.4% | -36.9% | -39.9% |
| 3Y | -75.1% | +85.6% | -160.7% | -80.1% |
| All | -75.1% | +84.5% | -159.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling