+606.9%
LULU vs NI
+980.7%
-373.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | -18.1% | -1.4% | -16.7% | -17.6% |
| 3M | -18.8% | -10.6% | -8.2% | -14.6% |
| 6M | -39.2% | -9.3% | -29.9% | -36.9% |
| YTD | -52.4% | +1.1% | -53.5% | -53.2% |
| 1Y | -40.3% | +3.4% | -43.7% | -42.0% |
| 3Y | -75.1% | +67.9% | -143.0% | -81.6% |
| 5Y | -76.7% | +98.0% | -174.7% | -84.6% |
| 10Y | +52.7% | +143.6% | -90.8% | -18.9% |
| All | +606.9% | +980.7% | -373.7% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling