-30.3%
LULU vs NI
+9.5%
-39.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.7% |
| 7D | +6.5% | +3.9% | +2.6% | +6.4% |
| 30D | +20.3% | +15.3% | +5.0% | +21.1% |
| 3M | -8.9% | +2.4% | -11.3% | -9.3% |
| 6M | -13.1% | -4.5% | -8.6% | -13.3% |
| YTD | -46.1% | +11.4% | -57.4% | -47.5% |
| 1Y | -30.3% | +8.5% | -38.7% | -31.2% |
| All | -30.3% | +9.5% | -39.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling