-51.2%
LULU vs NTRS
+47.2%
-98.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | 0.0% | -17.4% | -17.4% |
| 7D | -16.7% | +0.4% | -17.1% | -16.9% |
| 30D | -18.5% | +1.7% | -20.2% | -19.3% |
| 3M | -19.5% | +8.9% | -28.3% | -23.3% |
| 6M | -41.9% | +30.6% | -72.5% | -50.4% |
| YTD | -51.6% | +38.7% | -90.3% | -60.4% |
| 1Y | -51.2% | +48.1% | -99.3% | -62.6% |
| All | -51.2% | +47.2% | -98.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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