+606.9%
LULU vs NVMI
+14,200.4%
-13,593.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | -18.1% | -8.4% | -9.7% | -17.2% |
| 3M | -18.8% | -33.6% | +14.8% | -14.0% |
| 6M | -39.2% | -14.7% | -24.5% | -38.9% |
| YTD | -52.4% | +13.2% | -65.6% | -55.0% |
| 1Y | -40.3% | +29.0% | -69.3% | -45.4% |
| 3Y | -75.1% | +215.0% | -290.1% | -81.5% |
| 5Y | -76.7% | +268.6% | -345.3% | -83.4% |
| 10Y | +52.7% | +3,124.7% | -3,072.0% | -23.7% |
| All | +606.9% | +14,200.4% | -13,593.5% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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