-30.3%
LULU vs NVT
+3.0%
-33.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -12.7% | +17.5% | +3.9% |
| 7D | +6.5% | -19.5% | +26.0% | +5.2% |
| 30D | +20.3% | -32.4% | +52.7% | +18.4% |
| 3M | -8.9% | -30.3% | +21.4% | -10.4% |
| 6M | -13.1% | -30.4% | +17.3% | -15.2% |
| YTD | -46.1% | +11.3% | -57.4% | -50.3% |
| 1Y | -30.3% | +3.6% | -33.8% | -35.6% |
| All | -30.3% | +3.0% | -33.2% | -35.6% |
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