+961.4%
NEE vs LULU
+697.8%
+263.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.0% |
| 7D | -0.5% | -16.9% | +16.4% | +1.4% |
| 30D | -1.7% | -22.0% | +20.3% | +0.8% |
| 3M | -1.8% | -17.8% | +16.0% | -0.1% |
| 6M | -8.8% | -41.3% | +32.4% | -4.0% |
| YTD | +5.2% | -52.0% | +57.2% | +13.2% |
| 1Y | +21.3% | -39.8% | +61.2% | +26.8% |
| 3Y | +35.2% | -74.8% | +110.0% | +53.1% |
| 5Y | +10.1% | -76.3% | +86.4% | +23.5% |
| 10Y | +253.2% | +53.9% | +199.3% | +211.4% |
| All | +961.4% | +697.8% | +263.6% | +449.8% |
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