-76.7%
LULU vs NSC
+42.7%
-119.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -1.6% | -2.8% | +1.2% | -0.3% |
| 30D | -18.1% | -4.5% | -13.6% | -16.4% |
| 3M | -18.8% | +3.5% | -22.3% | -20.6% |
| 6M | -39.2% | +8.5% | -47.7% | -42.7% |
| YTD | -52.4% | +12.3% | -64.7% | -56.0% |
| 1Y | -40.3% | +18.9% | -59.2% | -46.5% |
| 3Y | -75.1% | +74.1% | -149.2% | -82.9% |
| All | -76.7% | +42.7% | -119.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling