-32.3%
LULU vs NLY
-1.3%
-31.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | +3.3% | +2.9% | +0.5% | +1.2% |
| 30D | +20.6% | +4.6% | +16.0% | +16.9% |
| 3M | -11.2% | -14.1% | +2.9% | -1.5% |
| 6M | -16.1% | -10.7% | -5.4% | -9.7% |
| YTD | -46.7% | -7.0% | -39.7% | -44.1% |
| 1Y | -32.3% | -0.7% | -31.6% | -32.7% |
| All | -32.3% | -1.3% | -31.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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