+50.0%
LULU vs NTRS
+259.9%
-210.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -18.1% | -0.7% | -17.5% | -17.9% |
| 3M | -18.8% | +11.3% | -30.1% | -22.7% |
| 6M | -39.2% | +35.5% | -74.7% | -47.0% |
| YTD | -52.4% | +40.6% | -93.0% | -59.2% |
| 1Y | -40.3% | +49.2% | -89.5% | -50.2% |
| 3Y | -75.1% | +167.2% | -242.3% | -84.1% |
| 5Y | -76.7% | +94.9% | -171.7% | -83.4% |
| All | +50.0% | +259.9% | -210.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling