+33.2%
NEE vs LULU
-75.0%
+108.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.3% |
| 30D | -3.3% | -18.1% | +14.8% | -3.2% |
| 3M | -2.3% | -18.8% | +16.5% | -2.2% |
| 6M | -8.9% | -39.2% | +30.3% | -8.6% |
| YTD | +4.8% | -52.4% | +57.1% | +5.8% |
| 1Y | +18.7% | -40.3% | +59.0% | +19.1% |
| 3Y | +33.2% | -75.1% | +108.3% | +33.1% |
| All | +33.2% | -75.0% | +108.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling