-76.7%
LULU vs NTR
+45.7%
-122.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -18.1% | +16.8% | -34.9% | -20.4% |
| 3M | -18.8% | +20.7% | -39.5% | -21.8% |
| 6M | -39.2% | +0.5% | -39.7% | -39.6% |
| YTD | -52.4% | +29.2% | -81.6% | -55.7% |
| 1Y | -40.3% | +39.6% | -79.9% | -45.7% |
| 3Y | -75.1% | +37.9% | -113.0% | -77.7% |
| All | -76.7% | +45.7% | -122.4% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling