-41.8%
LULU vs NXT
-25.9%
-15.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.9% |
| 7D | -20.4% | -2.6% | -17.9% | -20.5% |
| 30D | -22.9% | -22.4% | -0.4% | -23.7% |
| 3M | -18.5% | -27.3% | +8.8% | -20.0% |
| 6M | -41.8% | -28.5% | -13.3% | -42.2% |
| All | -41.8% | -25.9% | -15.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 6mo: compounded portfolio wealth divided by compounded NXT 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…
6mo analysis · Full analysis span regression · 6 months rolling