-41.2%
NCLH vs LULU
+42.3%
-83.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -0.7% |
| 7D | -6.5% | -20.4% | +13.9% | +1.5% |
| 30D | -22.1% | -22.9% | +0.8% | -14.4% |
| 3M | -18.7% | -18.5% | -0.2% | -12.8% |
| 6M | -28.4% | -41.8% | +13.4% | -12.4% |
| YTD | -34.7% | -53.4% | +18.7% | -12.8% |
| 1Y | -42.7% | -40.9% | -1.8% | -30.9% |
| 3Y | -10.6% | -75.6% | +64.9% | +45.3% |
| 5Y | -40.7% | -77.2% | +36.5% | -3.4% |
| 10Y | -57.8% | +49.5% | -107.3% | -56.6% |
| All | -41.2% | +42.3% | -83.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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