-51.2%
LULU vs NTR
+43.1%
-94.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -17.4% |
| 7D | -16.7% | +8.1% | -24.8% | -16.3% |
| 30D | -18.5% | +18.8% | -37.3% | -17.6% |
| 3M | -19.5% | +16.2% | -35.7% | -18.6% |
| 6M | -41.9% | +9.8% | -51.7% | -42.1% |
| YTD | -51.6% | +30.9% | -82.5% | -53.7% |
| 1Y | -51.2% | +41.8% | -92.9% | -55.1% |
| All | -51.2% | +43.1% | -94.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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