+606.9%
LULU vs NDAQ
+1,009.5%
-402.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.5% |
| 7D | -1.6% | -5.6% | +3.9% | +1.5% |
| 30D | -18.1% | -4.4% | -13.8% | -16.0% |
| 3M | -18.8% | +5.9% | -24.6% | -21.6% |
| 6M | -39.2% | +7.7% | -46.9% | -42.2% |
| YTD | -52.4% | -5.2% | -47.2% | -51.5% |
| 1Y | -40.3% | -3.4% | -36.9% | -40.0% |
| 3Y | -75.1% | +85.6% | -160.7% | -83.0% |
| 5Y | -76.7% | +49.5% | -126.2% | -82.1% |
| 10Y | +52.7% | +366.4% | -313.7% | -38.3% |
| All | +606.9% | +1,009.5% | -402.6% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling