+24.2%
LULU vs NTR
+97.9%
-73.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -18.1% | +16.8% | -34.9% | -21.8% |
| 3M | -18.8% | +20.7% | -39.5% | -23.5% |
| 6M | -39.2% | +0.5% | -39.7% | -40.1% |
| YTD | -52.4% | +29.2% | -81.6% | -57.1% |
| 1Y | -40.3% | +39.6% | -79.9% | -47.8% |
| 3Y | -75.1% | +37.9% | -113.0% | -78.5% |
| 5Y | -76.7% | +47.1% | -123.8% | -82.0% |
| All | +24.2% | +97.9% | -73.7% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling