+52.1%
LULU vs NTRA
+1,727.4%
-1,675.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | -18.1% | +4.1% | -22.2% | -18.8% |
| 3M | -18.8% | +50.0% | -68.8% | -24.7% |
| 6M | -39.2% | +67.3% | -106.5% | -44.9% |
| YTD | -52.4% | +43.6% | -96.0% | -55.8% |
| 1Y | -40.3% | +89.2% | -129.5% | -47.2% |
| 3Y | -75.1% | +502.5% | -577.6% | -82.2% |
| 5Y | -76.7% | +173.8% | -250.5% | -82.5% |
| 10Y | +52.7% | +3,189.3% | -3,136.6% | -11.1% |
| All | +52.1% | +1,727.4% | -1,675.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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