-73.9%
LULU vs NVD
-99.1%
+25.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -1.6% | +10.8% | -12.5% | -0.8% |
| 30D | -18.1% | +0.8% | -18.9% | -17.9% |
| 3M | -18.8% | -20.8% | +2.1% | -20.0% |
| 6M | -39.2% | -41.2% | +1.9% | -41.1% |
| YTD | -52.4% | -44.2% | -8.2% | -53.9% |
| 1Y | -40.3% | -54.2% | +13.9% | -42.8% |
| 3Y | -75.1% | -99.1% | +24.0% | -81.7% |
| All | -73.9% | -99.1% | +25.2% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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