-51.2%
LULU vs NVT
+73.8%
-125.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.6% | -20.0% | -17.4% |
| 7D | -16.7% | +5.1% | -21.8% | -16.7% |
| 30D | -18.5% | -3.7% | -14.8% | -18.6% |
| 3M | -19.5% | -10.1% | -9.3% | -19.4% |
| 6M | -41.9% | +37.5% | -79.4% | -45.9% |
| YTD | -51.6% | +53.7% | -105.3% | -55.4% |
| 1Y | -51.2% | +70.9% | -122.0% | -56.0% |
| All | -51.2% | +73.8% | -125.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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