-68.8%
LULU vs NXT
+168.4%
-237.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -20.4% | -2.6% | -17.9% | -20.3% |
| 30D | -22.9% | -22.4% | -0.4% | -21.2% |
| 3M | -18.5% | -27.3% | +8.8% | -16.8% |
| 6M | -41.8% | -28.5% | -13.3% | -41.0% |
| YTD | -53.4% | -6.6% | -46.8% | -54.5% |
| 1Y | -40.9% | +20.4% | -61.2% | -44.5% |
| 3Y | -75.6% | +90.9% | -166.5% | -79.0% |
| All | -68.8% | +168.4% | -237.2% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling