-39.2%
LULU vs NSC
+9.2%
-48.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +1.8% |
| 7D | -1.6% | -2.8% | +1.2% | -2.7% |
| 30D | -18.1% | -4.5% | -13.6% | -19.3% |
| 3M | -18.8% | +3.5% | -22.3% | -16.8% |
| 6M | -39.2% | +8.5% | -47.7% | -33.6% |
| All | -39.2% | +9.2% | -48.4% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling