+606.9%
LULU vs NYT
+260.3%
+346.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -18.1% | +4.6% | -22.7% | -19.7% |
| 3M | -18.8% | -9.6% | -9.2% | -16.0% |
| 6M | -39.2% | -14.0% | -25.2% | -36.2% |
| YTD | -52.4% | -2.8% | -49.5% | -52.6% |
| 1Y | -40.3% | +15.6% | -55.9% | -44.8% |
| 3Y | -75.1% | +56.3% | -131.4% | -80.1% |
| 5Y | -76.7% | +39.5% | -116.3% | -81.0% |
| 10Y | +52.7% | +488.0% | -435.3% | -37.5% |
| All | +606.9% | +260.3% | +346.6% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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