+606.9%
LULU vs NTRS
+388.8%
+218.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -18.1% | -0.7% | -17.5% | -17.9% |
| 3M | -18.8% | +11.3% | -30.1% | -23.5% |
| 6M | -39.2% | +35.5% | -74.7% | -48.5% |
| YTD | -52.4% | +40.6% | -93.0% | -60.5% |
| 1Y | -40.3% | +49.2% | -89.5% | -52.1% |
| 3Y | -75.1% | +167.2% | -242.3% | -85.7% |
| 5Y | -76.7% | +94.9% | -171.7% | -84.7% |
| 10Y | +52.7% | +259.5% | -206.7% | -35.6% |
| All | +606.9% | +388.8% | +218.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling