+606.9%
LULU vs NLY
+310.6%
+296.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | -1.6% | -4.0% | +2.4% | +0.2% |
| 30D | -18.1% | -5.2% | -12.9% | -16.1% |
| 3M | -18.8% | +2.8% | -21.6% | -19.8% |
| 6M | -39.2% | +4.2% | -43.4% | -40.3% |
| YTD | -52.4% | +4.7% | -57.0% | -53.4% |
| 1Y | -40.3% | +12.7% | -53.0% | -43.5% |
| 3Y | -75.1% | +62.5% | -137.6% | -80.2% |
| 5Y | -76.7% | +26.3% | -103.1% | -79.7% |
| 10Y | +52.7% | +81.0% | -28.2% | +4.5% |
| All | +606.9% | +310.6% | +296.4% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling