-51.2%
LULU vs NWSA
+5.5%
-56.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.6% | -16.4% |
| 7D | -16.7% | -1.9% | -14.8% | -15.7% |
| 30D | -18.5% | +4.6% | -23.1% | -20.3% |
| 3M | -19.5% | +13.2% | -32.7% | -25.0% |
| 6M | -41.9% | +27.0% | -68.9% | -49.2% |
| YTD | -51.6% | +16.8% | -68.4% | -55.8% |
| 1Y | -51.2% | +4.5% | -55.7% | -54.7% |
| All | -51.2% | +5.5% | -56.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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